+815.8%
WDC vs BTDR
+54.4%
+761.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.8% | +12.1% | +1.3% |
| 7D | +16.3% | +15.4% | +0.8% | +13.5% |
| 30D | -18.3% | -33.4% | +15.2% | -13.3% |
| 3M | -31.4% | -32.0% | +0.6% | -28.1% |
| 6M | -36.3% | -52.2% | +15.9% | -30.5% |
| YTD | +80.8% | -45.3% | +126.2% | +91.8% |
| 1Y | +87.7% | -56.0% | +143.7% | +102.2% |
| All | +815.8% | +54.4% | +761.4% | +792.4% |
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