+57.5%
GWW vs FBTC
+62.5%
-4.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.5% |
| 7D | -1.5% | +1.5% | -3.1% | -1.7% |
| 30D | +1.1% | +20.7% | -19.6% | -0.4% |
| 3M | -1.0% | +23.7% | -24.6% | -2.7% |
| 6M | +16.3% | +15.0% | +1.3% | +14.7% |
| YTD | +28.5% | -10.5% | +39.0% | +29.4% |
| 1Y | +30.3% | -30.3% | +60.5% | +34.2% |
| All | +57.5% | +62.5% | -4.9% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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