+19.6%
BTDR vs WCC
+260.3%
-240.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +1.7% |
| 7D | -3.4% | +1.5% | -4.9% | -4.1% |
| 30D | +32.6% | -2.1% | +34.7% | +34.5% |
| 3M | -32.2% | +3.8% | -36.1% | -32.8% |
| 6M | +52.4% | +35.0% | +17.4% | +34.0% |
| YTD | +6.7% | +46.4% | -39.7% | -9.2% |
| 1Y | -15.2% | +63.0% | -78.2% | -31.4% |
| 3Y | +14.9% | +133.9% | -119.1% | -16.6% |
| 5Y | +20.8% | +226.5% | -205.7% | -11.9% |
| All | +19.6% | +260.3% | -240.7% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling