+62.6%
WM vs BTDR
+23.8%
+38.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.2% | -1.2% |
| 7D | -0.3% | +20.0% | -20.3% | -0.1% |
| 30D | -2.4% | +11.9% | -14.3% | -2.2% |
| 3M | +0.4% | -36.9% | +37.4% | +0.4% |
| 6M | -9.5% | +56.5% | -66.0% | -9.2% |
| YTD | +0.5% | +10.4% | -9.9% | +0.8% |
| 1Y | -1.1% | +3.1% | -4.2% | -0.9% |
| 3Y | +46.0% | -2.6% | +48.6% | +44.2% |
| 5Y | +51.8% | +25.2% | +26.6% | +53.0% |
| All | +62.6% | +23.8% | +38.8% | +63.5% |
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