+76.2%
WM vs BTDR
-39.9%
+116.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +13.3% | -15.4% | -1.9% |
| 7D | +1.2% | -10.4% | +11.6% | +1.1% |
| 30D | +13.1% | -42.2% | +55.2% | +12.5% |
| 3M | +3.6% | -42.8% | +46.4% | +3.2% |
| 6M | +8.1% | -60.2% | +68.2% | +7.5% |
| YTD | +8.9% | -46.3% | +55.2% | +8.5% |
| 1Y | +20.3% | -71.7% | +92.0% | +19.9% |
| 3Y | +46.2% | +54.6% | -8.5% | +43.5% |
| 5Y | +59.9% | -39.5% | +99.4% | +59.8% |
| All | +76.2% | -39.9% | +116.0% | +76.0% |
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