+48.5%
BTDR vs WWD
+148.2%
-99.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.6% | -8.0% | -8.1% |
| 7D | -6.9% | +4.0% | -10.9% | -9.4% |
| 30D | -31.5% | +0.4% | -31.9% | -30.6% |
| 3M | -36.1% | -7.9% | -28.2% | -30.9% |
| 6M | -57.6% | -10.6% | -47.0% | -53.2% |
| YTD | -50.0% | +9.4% | -59.4% | -52.5% |
| 1Y | -49.6% | +25.7% | -75.3% | -57.4% |
| 3Y | +48.5% | +148.5% | -100.0% | -24.6% |
| All | +48.5% | +148.2% | -99.6% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling