+51.7%
FBTC vs WST
+16.9%
+34.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -6.3% | +4.9% | -11.1% | -6.9% |
| 30D | -14.3% | +10.7% | -25.0% | -15.4% |
| 3M | +12.6% | +16.8% | -4.3% | +10.2% |
| 6M | -11.8% | +32.0% | -43.8% | -15.3% |
| YTD | -18.6% | +49.9% | -68.6% | -23.6% |
| 1Y | -29.9% | +50.6% | -80.5% | -34.2% |
| All | +51.7% | +16.9% | +34.9% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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