+20.4%
BTDR vs WTW
+42.0%
-21.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.7% | +3.7% |
| 7D | -3.4% | -5.7% | +2.3% | -4.0% |
| 30D | +32.6% | -7.3% | +39.8% | +31.5% |
| 3M | -32.2% | +21.5% | -53.7% | -30.1% |
| 6M | +52.4% | +9.6% | +42.7% | +56.1% |
| YTD | +6.7% | -3.3% | +10.0% | +9.0% |
| 1Y | -15.2% | -6.1% | -9.1% | -13.5% |
| 3Y | +14.9% | +61.8% | -47.0% | +27.4% |
| All | +20.4% | +42.0% | -21.6% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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