+18.4%
BTDR vs WCC
+129.2%
-110.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -1.5% |
| 7D | +14.8% | +6.8% | +8.0% | +8.4% |
| 30D | +41.8% | -3.0% | +44.8% | +45.9% |
| 3M | -29.2% | +0.2% | -29.4% | -28.5% |
| 6M | +66.2% | +33.2% | +33.0% | +31.7% |
| YTD | +10.0% | +45.8% | -35.8% | -19.3% |
| 1Y | -11.0% | +68.4% | -79.4% | -43.0% |
| All | +18.4% | +129.2% | -110.8% | -53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling