+3.6%
WBD vs BTDR
+20.7%
-17.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.8% |
| 7D | -0.7% | -3.4% | +2.6% | -0.6% |
| 30D | +1.4% | +32.6% | -31.2% | -0.6% |
| 3M | +4.4% | -32.2% | +36.6% | +6.0% |
| 6M | +0.8% | +52.4% | -51.5% | -3.9% |
| YTD | -2.7% | +6.7% | -9.4% | -5.6% |
| 1Y | +73.4% | -15.2% | +88.6% | +68.1% |
| 3Y | +142.1% | +14.9% | +127.3% | +118.8% |
| All | +3.6% | +20.7% | -17.1% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling