+103.0%
WMT vs FBTC
+62.5%
+40.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.0% |
| 7D | +0.1% | +1.5% | -1.4% | +0.1% |
| 30D | -5.0% | +20.7% | -25.6% | -5.2% |
| 3M | -11.3% | +23.7% | -34.9% | -11.6% |
| 6M | -13.8% | +15.0% | -28.8% | -14.0% |
| YTD | -4.2% | -10.5% | +6.3% | -3.9% |
| 1Y | +4.6% | -30.3% | +34.8% | +5.6% |
| All | +103.0% | +62.5% | +40.6% | +99.8% |
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