+23.8%
BTDR vs WAT
+8.2%
+15.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +5.0% | +4.3% |
| 7D | +20.0% | -1.3% | +21.2% | +20.6% |
| 30D | +11.9% | +2.3% | +9.6% | +11.0% |
| 3M | -36.9% | +8.7% | -45.7% | -38.9% |
| 6M | +56.5% | +28.3% | +28.2% | +42.7% |
| YTD | +10.4% | +7.8% | +2.7% | +5.8% |
| 1Y | +3.1% | +36.6% | -33.5% | -9.7% |
| 3Y | -2.6% | +45.7% | -48.3% | -15.0% |
| 5Y | +25.2% | -3.3% | +28.5% | +5.4% |
| All | +23.8% | +8.2% | +15.6% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling