+143.5%
WBD vs BTDR
+0.6%
+142.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.5% |
| 7D | -0.6% | -3.2% | +2.6% | -0.4% |
| 30D | +4.2% | +32.7% | -28.5% | +1.7% |
| 3M | +7.5% | -28.4% | +35.9% | +9.0% |
| 6M | +1.6% | +51.7% | -50.1% | -4.4% |
| YTD | -2.2% | +2.9% | -5.0% | -5.6% |
| 1Y | +124.9% | -15.5% | +140.3% | +116.0% |
| All | +143.5% | +0.6% | +142.9% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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