+9.9%
BTDR vs WST
-15.5%
+25.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.6% |
| 7D | +22.4% | -0.3% | +22.7% | +22.5% |
| 30D | +16.5% | -4.6% | +21.1% | +18.7% |
| 3M | -31.5% | +5.7% | -37.2% | -32.9% |
| 6M | +74.0% | +37.6% | +36.5% | +53.9% |
| YTD | +13.0% | +23.0% | -10.0% | +3.9% |
| 1Y | -0.2% | +33.8% | -34.1% | -11.7% |
| 3Y | +9.9% | -13.4% | +23.2% | -17.6% |
| All | +9.9% | -15.5% | +25.4% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 3y: compounded portfolio wealth divided by compounded WST 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…
3y analysis · Full analysis span regression · 6 months rolling