+1,394.6%
WDC vs BTDR
+7.6%
+1,387.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.4% |
| 7D | +7.5% | +14.8% | -7.3% | +5.5% |
| 30D | +10.1% | +41.8% | -31.7% | +4.8% |
| 3M | -6.8% | -29.2% | +22.4% | -4.3% |
| 6M | +84.1% | +66.2% | +18.0% | +72.6% |
| YTD | +180.3% | +10.0% | +170.3% | +171.0% |
| 1Y | +411.1% | -11.0% | +422.1% | +395.6% |
| All | +1,394.6% | +7.6% | +1,387.0% | +1,194.9% |
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