+156.8%
BITO vs WBD
+145.7%
+11.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | +21.4% | +1.4% | +20.0% | +21.1% |
| 3M | +20.5% | +4.4% | +16.1% | +19.5% |
| 6M | +7.4% | +0.8% | +6.6% | +7.2% |
| YTD | -13.9% | -2.7% | -11.2% | -13.5% |
| 1Y | -35.1% | +73.4% | -108.5% | -41.1% |
| 3Y | +156.8% | +142.1% | +14.7% | +104.3% |
| All | +156.8% | +145.7% | +11.1% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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