+20.4%
BTDR vs WY
-22.2%
+42.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | -3.4% | -4.2% | +0.8% | -1.7% |
| 30D | +32.6% | -10.1% | +42.7% | +38.2% |
| 3M | -32.2% | -8.5% | -23.7% | -30.6% |
| 6M | +52.4% | -3.3% | +55.7% | +52.8% |
| YTD | +6.7% | -4.4% | +11.1% | +7.7% |
| 1Y | -15.2% | -11.5% | -3.8% | -11.9% |
| 3Y | +14.9% | -24.3% | +39.2% | +26.4% |
| All | +20.4% | -22.2% | +42.7% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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