-29.6%
WDAY vs FBTC
+42.6%
-72.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.5% | +6.5% | +3.4% |
| 7D | +1.8% | -9.2% | +11.0% | +2.7% |
| 30D | +4.1% | -15.8% | +19.9% | +5.6% |
| 3M | -4.8% | +8.7% | -13.5% | -5.8% |
| 6M | +68.6% | -13.6% | +82.2% | +70.2% |
| YTD | -8.5% | -21.5% | +12.9% | -7.3% |
| 1Y | -12.1% | -29.9% | +17.8% | -10.1% |
| All | -29.6% | +42.6% | -72.1% | -30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling