+64.5%
FBTC vs WTW
+31.8%
+32.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -3.1% | -5.7% | +2.6% | -2.5% |
| 30D | +22.0% | -7.3% | +29.3% | +23.0% |
| 3M | +21.6% | +21.5% | +0.2% | +19.7% |
| 6M | +9.2% | +9.6% | -0.4% | +8.7% |
| YTD | -11.8% | -3.3% | -8.5% | -10.3% |
| 1Y | -32.7% | -6.1% | -26.6% | -31.2% |
| All | +64.5% | +31.8% | +32.7% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling