-5.0%
WBD vs BTDR
+23.3%
-28.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | -0.6% |
| 7D | -1.7% | +14.8% | -16.5% | -2.6% |
| 30D | +3.9% | +41.8% | -37.9% | +1.4% |
| 3M | +5.1% | -29.2% | +34.3% | +6.4% |
| 6M | +0.6% | +66.2% | -65.6% | -4.7% |
| YTD | -3.2% | +10.0% | -13.1% | -6.2% |
| 1Y | +127.7% | -11.0% | +138.6% | +120.2% |
| 3Y | +146.6% | +6.9% | +139.6% | +122.3% |
| 5Y | +4.2% | +24.7% | -20.5% | -3.2% |
| All | -5.0% | +23.3% | -28.3% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling