+156.8%
BITO vs GWW
+89.6%
+67.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -3.4% | -3.4% | -0.1% | -2.5% |
| 30D | +21.4% | -1.9% | +23.3% | +22.0% |
| 3M | +20.5% | -2.4% | +22.9% | +20.7% |
| 6M | +7.4% | +15.7% | -8.3% | +1.1% |
| YTD | -13.9% | +27.6% | -41.5% | -21.8% |
| 1Y | -35.1% | +27.2% | -62.3% | -41.1% |
| 3Y | +156.8% | +89.7% | +67.2% | +161.0% |
| All | +156.8% | +89.6% | +67.2% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling