-44.0%
BTDR vs WAT
+21.6%
-65.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.4% | -8.2% | -8.5% |
| 7D | -6.9% | +0.6% | -7.5% | -6.9% |
| 30D | -31.5% | +5.4% | -37.0% | -32.3% |
| 3M | -36.1% | +11.3% | -47.4% | -38.2% |
| 6M | -57.6% | +37.4% | -95.1% | -62.1% |
| YTD | -50.0% | +21.2% | -71.2% | -53.9% |
| 1Y | -49.6% | +21.3% | -70.9% | -53.5% |
| 3Y | +48.5% | +83.4% | -34.8% | +22.4% |
| 5Y | -43.8% | +29.0% | -72.8% | -53.2% |
| All | -44.0% | +21.6% | -65.6% | -52.9% |
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