+19.6%
BTDR vs WPM
+267.5%
-247.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.0% |
| 7D | -3.4% | -0.6% | -2.8% | -3.1% |
| 30D | +32.6% | +14.4% | +18.2% | +27.1% |
| 3M | -32.2% | +37.0% | -69.2% | -38.7% |
| 6M | +52.4% | +4.1% | +48.2% | +48.4% |
| YTD | +6.7% | +31.7% | -25.0% | -0.6% |
| 1Y | -15.2% | +44.2% | -59.4% | -22.2% |
| 3Y | +14.9% | +265.5% | -250.6% | -6.6% |
| 5Y | +20.8% | +262.5% | -241.7% | -1.6% |
| All | +19.6% | +267.5% | -247.9% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling