-35.1%
BITO vs W
+10.7%
-45.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -3.4% | -0.9% | -2.6% | -3.3% |
| 30D | +21.4% | -4.2% | +25.7% | +21.9% |
| 3M | +20.5% | +26.9% | -6.4% | +15.3% |
| 6M | +7.4% | +31.2% | -23.9% | +1.8% |
| YTD | -13.9% | -1.8% | -12.0% | -15.8% |
| 1Y | -35.1% | +9.3% | -44.4% | -35.9% |
| All | -35.1% | +10.7% | -45.8% | -35.9% |
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