-27.5%
FBTC vs WSM
+19.9%
-47.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.9% |
| 7D | +2.9% | -3.3% | +6.2% | +3.6% |
| 30D | +23.0% | -8.4% | +31.4% | +25.2% |
| 3M | +25.6% | +9.7% | +15.9% | +22.3% |
| 6M | +9.0% | +16.7% | -7.7% | +3.7% |
| YTD | -8.9% | +28.7% | -37.6% | -13.4% |
| 1Y | -27.5% | +13.7% | -41.2% | -31.4% |
| All | -27.5% | +19.9% | -47.4% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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