+79.2%
WM vs BTDR
-29.7%
+108.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.7% | -8.4% | +1.4% |
| 7D | +0.8% | +7.7% | -6.9% | +0.9% |
| 30D | +13.8% | -24.1% | +37.9% | +13.6% |
| 3M | +6.4% | -19.1% | +25.5% | +6.3% |
| 6M | +13.2% | -46.6% | +59.8% | +12.9% |
| YTD | +10.8% | -37.3% | +48.1% | +10.6% |
| 1Y | +20.2% | -53.2% | +73.4% | +20.0% |
| 3Y | +46.5% | +77.1% | -30.6% | +44.1% |
| 5Y | +61.3% | -29.7% | +91.0% | +61.4% |
| All | +79.2% | -29.7% | +108.9% | +79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling