-38.7%
BTDR vs WAT
+22.1%
-60.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -1.8% | -11.0% | -12.0% |
| 7D | +15.4% | +2.0% | +13.4% | +14.8% |
| 30D | -33.4% | +7.7% | -41.1% | -34.7% |
| 3M | -32.0% | +11.1% | -43.1% | -34.2% |
| 6M | -52.2% | +31.2% | -83.4% | -56.6% |
| YTD | -45.3% | +21.7% | -67.0% | -49.6% |
| 1Y | -56.0% | +19.3% | -75.3% | -59.2% |
| 3Y | +54.4% | +80.6% | -26.2% | +27.5% |
| 5Y | -38.5% | +29.5% | -68.0% | -48.8% |
| All | -38.7% | +22.1% | -60.8% | -48.5% |
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