-29.9%
BITO vs W
+25.7%
-55.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.8% |
| 7D | +2.9% | -4.2% | +7.1% | +3.4% |
| 30D | +22.6% | -7.6% | +30.2% | +23.6% |
| 3M | +24.7% | +37.2% | -12.5% | +17.7% |
| 6M | +7.5% | +26.3% | -18.9% | +2.4% |
| YTD | -10.8% | -1.0% | -9.8% | -12.8% |
| 1Y | -29.9% | +20.1% | -50.0% | -32.3% |
| All | -29.9% | +25.7% | -55.6% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling