+551.4%
WDC vs BTDR
-38.7%
+590.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.8% | +12.1% | +0.9% |
| 7D | +16.3% | +15.4% | +0.8% | +14.1% |
| 30D | -18.3% | -33.4% | +15.2% | -14.4% |
| 3M | -31.4% | -32.0% | +0.6% | -28.8% |
| 6M | -36.3% | -52.2% | +15.9% | -31.7% |
| YTD | +80.8% | -45.3% | +126.2% | +89.7% |
| 1Y | +87.7% | -56.0% | +143.7% | +99.3% |
| 3Y | +819.4% | +54.4% | +765.0% | +795.1% |
| 5Y | +583.2% | -38.5% | +621.7% | +564.6% |
| All | +551.4% | -38.7% | +590.1% | +531.0% |
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