+26.7%
BTDR vs WPM
+269.9%
-243.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.3% | +2.3% |
| 7D | +22.4% | +7.0% | +15.4% | +19.5% |
| 30D | +16.5% | +15.7% | +0.7% | +11.2% |
| 3M | -31.5% | +35.2% | -66.7% | -37.8% |
| 6M | +74.0% | +6.1% | +67.9% | +68.5% |
| YTD | +13.0% | +32.6% | -19.5% | +5.0% |
| 1Y | -0.2% | +46.9% | -47.1% | -8.9% |
| 3Y | +9.9% | +276.3% | -266.4% | -11.0% |
| 5Y | +28.1% | +260.0% | -231.9% | +4.0% |
| All | +26.7% | +269.9% | -243.2% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling