+47.3%
BTCW vs SPY
+63.1%
-15.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.1% |
| 7D | -9.2% | +2.6% | -11.8% | -12.1% |
| 30D | -15.9% | -2.0% | -13.9% | -13.6% |
| 3M | +8.6% | -2.8% | +11.4% | +12.8% |
| 6M | -13.7% | +2.1% | -15.9% | -15.8% |
| YTD | -21.6% | +11.5% | -33.1% | -31.0% |
| 1Y | -30.0% | +13.5% | -43.5% | -39.6% |
| All | +47.3% | +63.1% | -15.8% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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