-44.0%
BTDR vs WCC
+225.4%
-269.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.7% | -7.0% | -7.7% |
| 7D | -6.9% | +9.9% | -16.8% | -11.6% |
| 30D | -31.5% | -8.4% | -23.1% | -26.9% |
| 3M | -36.1% | -10.3% | -25.7% | -30.6% |
| 6M | -57.6% | -10.5% | -47.2% | -53.5% |
| YTD | -50.0% | +32.2% | -82.2% | -54.1% |
| 1Y | -49.6% | +25.5% | -75.1% | -52.6% |
| 3Y | +48.5% | +134.7% | -86.2% | +15.4% |
| 5Y | -43.8% | +139.9% | -183.8% | -56.2% |
| All | -44.0% | +225.4% | -269.4% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling