+67.5%
BTCW vs SPY
+64.5%
+3.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | +1.2% | -0.4% | +1.5% | +1.7% |
| 30D | +22.3% | -1.4% | +23.7% | +24.5% |
| 3M | +25.9% | +3.7% | +22.2% | +20.1% |
| 6M | +13.1% | +13.0% | +0.1% | -3.0% |
| YTD | -10.8% | +12.4% | -23.2% | -22.5% |
| 1Y | -30.0% | +18.5% | -48.5% | -42.4% |
| All | +67.5% | +64.5% | +3.1% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling