-32.7%
FBTC vs WTW
-3.2%
-29.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -3.1% | -5.7% | +2.6% | -2.8% |
| 30D | +22.0% | -7.3% | +29.3% | +22.5% |
| 3M | +21.6% | +21.5% | +0.2% | +21.9% |
| 6M | +9.2% | +9.6% | -0.4% | +10.1% |
| YTD | -11.8% | -3.3% | -8.5% | -9.0% |
| 1Y | -32.7% | -6.1% | -26.6% | -28.9% |
| All | -32.7% | -3.2% | -29.5% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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