+64.0%
FBTC vs WTW
+31.7%
+32.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.5% |
| 7D | -5.8% | -7.8% | +2.0% | -5.0% |
| 30D | +21.4% | -7.9% | +29.3% | +22.4% |
| 3M | +24.5% | +19.9% | +4.5% | +22.6% |
| 6M | +9.9% | +9.8% | +0.1% | +9.4% |
| YTD | -12.0% | -3.3% | -8.7% | -10.6% |
| 1Y | -32.3% | -3.3% | -29.0% | -31.2% |
| All | +64.0% | +31.7% | +32.3% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling