+156.8%
BITO vs WAT
+52.2%
+104.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -5.8% | -2.9% | -2.9% | -5.4% |
| 30D | +21.1% | -3.2% | +24.3% | +21.7% |
| 3M | +23.5% | +10.6% | +12.9% | +21.5% |
| 6M | +8.3% | +34.0% | -25.8% | +3.1% |
| YTD | -13.9% | +5.7% | -19.6% | -15.2% |
| 1Y | -34.5% | +37.1% | -71.6% | -38.2% |
| All | +156.8% | +52.2% | +104.6% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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