+23.8%
BTDR vs WST
-8.9%
+32.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.8% | +4.2% |
| 7D | +20.0% | +0.7% | +19.2% | +19.8% |
| 30D | +11.9% | -3.1% | +15.1% | +13.0% |
| 3M | -36.9% | +7.2% | -44.1% | -38.1% |
| 6M | +56.5% | +36.8% | +19.7% | +44.1% |
| YTD | +10.4% | +23.8% | -13.4% | +4.1% |
| 1Y | +3.1% | +37.8% | -34.7% | -5.7% |
| 3Y | -2.6% | -15.9% | +13.3% | -8.5% |
| 5Y | +25.2% | -25.8% | +51.0% | +14.2% |
| All | +23.8% | -8.9% | +32.7% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling