+15.3%
BTDR vs WTW
+61.4%
-46.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.5% | -7.0% | -6.4% |
| 7D | -3.2% | -7.8% | +4.6% | -4.0% |
| 30D | +32.7% | -7.9% | +40.6% | +31.5% |
| 3M | -28.4% | +19.9% | -48.3% | -26.3% |
| 6M | +51.7% | +9.8% | +41.9% | +55.5% |
| YTD | +2.9% | -3.3% | +6.2% | +5.0% |
| 1Y | -15.5% | -3.3% | -12.2% | -13.7% |
| 3Y | 0.0% | +61.5% | -61.5% | +10.6% |
| 5Y | +16.5% | +42.6% | -26.1% | +28.6% |
| All | +15.3% | +61.4% | -46.1% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling