+957.1%
WDC vs BTDR
+16.5%
+940.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.5% | +2.1% | -3.7% |
| 7D | +4.4% | -3.2% | +7.6% | +4.8% |
| 30D | +5.3% | +32.7% | -27.4% | +1.8% |
| 3M | -5.9% | -28.4% | +22.5% | -3.8% |
| 6M | +73.2% | +51.7% | +21.5% | +65.7% |
| YTD | +167.8% | +2.9% | +165.0% | +162.5% |
| 1Y | +386.0% | -15.5% | +401.5% | +377.3% |
| 3Y | +1,309.7% | 0.0% | +1,309.7% | +1,184.4% |
| 5Y | +957.1% | +16.5% | +940.6% | +832.6% |
| All | +957.1% | +16.5% | +940.6% | +832.6% |
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