+19.6%
BTDR vs WWD
+187.5%
-167.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.4% | +3.1% |
| 7D | -3.4% | -2.6% | -0.8% | -2.2% |
| 30D | +32.6% | -6.9% | +39.5% | +37.0% |
| 3M | -32.2% | -13.0% | -19.2% | -27.5% |
| 6M | +52.4% | -12.5% | +64.8% | +63.1% |
| YTD | +6.7% | +11.8% | -5.2% | +3.5% |
| 1Y | -15.2% | +41.1% | -56.3% | -24.9% |
| 3Y | +14.9% | +163.1% | -148.2% | -11.4% |
| 5Y | +20.8% | +187.6% | -166.8% | -8.3% |
| All | +19.6% | +187.5% | -167.9% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling