-9.1%
BITO vs W
-59.7%
+50.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +1.5% | +6.5% | -4.9% | +0.2% |
| 30D | +20.0% | -6.2% | +26.3% | +21.5% |
| 3M | +22.8% | +48.9% | -26.1% | +10.0% |
| 6M | +13.1% | +31.2% | -18.1% | +3.2% |
| YTD | -12.5% | -0.4% | -12.0% | -15.5% |
| 1Y | -32.6% | +14.8% | -47.4% | -37.9% |
| 3Y | +151.0% | +40.5% | +110.5% | +100.9% |
| All | -9.1% | -59.7% | +50.6% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling