+20.0%
WM vs BTDR
-71.2%
+91.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.9% | -9.7% | +0.8% |
| 7D | -0.5% | +7.1% | -7.6% | +0.3% |
| 30D | +13.3% | -31.4% | +44.7% | +11.4% |
| 3M | +4.4% | -39.2% | +43.6% | +2.4% |
| 6M | +10.8% | -50.9% | +61.8% | +8.5% |
| YTD | +9.1% | -41.0% | +50.1% | +9.2% |
| All | +20.0% | -71.2% | +91.2% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling