+23.3%
BTDR vs WSM
+223.6%
-200.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.6% |
| 7D | +14.8% | +2.6% | +12.2% | +13.9% |
| 30D | +41.8% | -9.3% | +51.1% | +46.1% |
| 3M | -29.2% | +7.1% | -36.3% | -30.9% |
| 6M | +66.2% | +21.7% | +44.5% | +56.5% |
| YTD | +10.0% | +28.7% | -18.7% | +2.4% |
| 1Y | -11.0% | +13.9% | -24.8% | -14.4% |
| 3Y | +6.9% | +232.2% | -225.2% | -5.1% |
| 5Y | +24.7% | +176.4% | -151.7% | +13.1% |
| All | +23.3% | +223.6% | -200.3% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling