-10.6%
BITO vs WCC
+191.5%
-202.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -1.1% |
| 7D | -3.4% | +1.5% | -5.0% | -4.0% |
| 30D | +21.4% | -2.1% | +23.5% | +21.9% |
| 3M | +20.5% | +3.8% | +16.7% | +17.9% |
| 6M | +7.4% | +35.0% | -27.6% | -4.4% |
| YTD | -13.9% | +46.4% | -60.2% | -25.3% |
| 1Y | -35.1% | +63.0% | -98.0% | -45.9% |
| 3Y | +156.8% | +133.9% | +22.9% | +81.5% |
| All | -10.6% | +191.5% | -202.1% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 5y: compounded portfolio wealth divided by compounded WCC 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…
5y analysis · Full analysis span regression · 6 months rolling