+23.8%
BTDR vs WING
-24.6%
+48.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.1% |
| 7D | +20.0% | -3.9% | +23.8% | +20.5% |
| 30D | +11.9% | -11.6% | +23.5% | +13.4% |
| 3M | -36.9% | -24.2% | -12.7% | -35.1% |
| 6M | +56.5% | -54.1% | +110.6% | +72.9% |
| YTD | +10.4% | -53.9% | +64.3% | +22.2% |
| 1Y | +3.1% | -64.4% | +67.4% | +17.3% |
| 3Y | -2.6% | -30.2% | +27.6% | +10.7% |
| 5Y | +25.2% | -34.1% | +59.3% | +41.1% |
| All | +23.8% | -24.6% | +48.4% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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