+156.8%
BITO vs WAB
+167.4%
-10.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -3.4% | +0.1% | -3.6% | -3.5% |
| 30D | +21.4% | -4.1% | +25.5% | +23.2% |
| 3M | +20.5% | +8.2% | +12.3% | +16.0% |
| 6M | +7.4% | +15.4% | -8.0% | 0.0% |
| YTD | -13.9% | +33.1% | -47.0% | -24.8% |
| 1Y | -35.1% | +48.1% | -83.1% | -46.1% |
| 3Y | +156.8% | +167.7% | -10.9% | +88.4% |
| All | +156.8% | +167.4% | -10.6% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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