-9.4%
BITO vs WAB
+213.1%
-222.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.5% |
| 7D | +1.1% | +0.2% | +0.8% | +0.9% |
| 30D | +21.8% | -4.6% | +26.3% | +24.7% |
| 3M | +25.0% | +5.6% | +19.4% | +20.0% |
| 6M | +11.3% | +13.8% | -2.5% | +1.6% |
| YTD | -12.7% | +31.9% | -44.6% | -27.2% |
| 1Y | -32.3% | +48.3% | -80.6% | -47.7% |
| 3Y | +150.3% | +167.1% | -16.8% | +26.8% |
| All | -9.4% | +213.1% | -222.5% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling