+14.9%
BTDR vs WCN
+18.4%
-3.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -3.4% | -3.1% | -0.3% | -3.2% |
| 30D | +32.6% | -3.4% | +36.0% | +32.9% |
| 3M | -32.2% | +3.0% | -35.2% | -33.9% |
| 6M | +52.4% | -3.8% | +56.1% | +52.0% |
| YTD | +6.7% | -8.3% | +15.0% | +9.2% |
| 1Y | -15.2% | -9.7% | -5.5% | -12.8% |
| 3Y | +14.9% | +17.2% | -2.3% | -33.2% |
| All | +14.9% | +18.4% | -3.5% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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