+23.8%
BTDR vs WCC
+254.8%
-231.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.9% | +0.1% | +1.9% |
| 7D | +20.0% | +4.5% | +15.5% | +17.3% |
| 30D | +11.9% | -5.8% | +17.7% | +15.6% |
| 3M | -36.9% | -3.7% | -33.3% | -35.0% |
| 6M | +56.5% | +23.1% | +33.5% | +43.8% |
| YTD | +10.4% | +44.2% | -33.7% | -5.3% |
| 1Y | +3.1% | +62.1% | -59.0% | -16.4% |
| 3Y | -2.6% | +121.1% | -123.7% | -28.6% |
| 5Y | +25.2% | +214.0% | -188.8% | -8.2% |
| All | +23.8% | +254.8% | -231.0% | -7.8% |
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 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