+26.7%
BTDR vs WY
-19.3%
+46.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.8% | +2.9% |
| 7D | +22.4% | -2.1% | +24.5% | +23.3% |
| 30D | +16.5% | -10.5% | +26.9% | +21.6% |
| 3M | -31.5% | -4.9% | -26.6% | -31.0% |
| 6M | +74.0% | -4.9% | +79.0% | +75.6% |
| YTD | +13.0% | -1.7% | +14.7% | +12.8% |
| 1Y | -0.2% | -9.4% | +9.1% | +2.6% |
| 3Y | +9.9% | -22.3% | +32.2% | +19.3% |
| 5Y | +28.1% | -20.5% | +48.6% | +38.2% |
| All | +26.7% | -19.3% | +46.0% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling