+20.4%
BTDR vs WSM
+175.3%
-154.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.4% |
| 7D | -3.4% | -0.5% | -2.9% | -3.2% |
| 30D | +32.6% | -7.7% | +40.3% | +36.1% |
| 3M | -32.2% | +3.8% | -36.0% | -33.3% |
| 6M | +52.4% | +22.7% | +29.7% | +43.0% |
| YTD | +6.7% | +28.0% | -21.3% | -0.7% |
| 1Y | -15.2% | +12.7% | -28.0% | -18.3% |
| 3Y | +14.9% | +231.3% | -216.4% | +1.8% |
| All | +20.4% | +175.3% | -154.8% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling