-9.4%
BITO vs WING
-31.3%
+21.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | +1.1% | -2.3% | +3.3% | +1.5% |
| 30D | +21.8% | -5.6% | +27.4% | +22.6% |
| 3M | +25.0% | -22.9% | +47.9% | +30.6% |
| 6M | +11.3% | -50.4% | +61.8% | +28.1% |
| YTD | -12.7% | -53.3% | +40.6% | +0.6% |
| 1Y | -32.3% | -61.2% | +28.9% | -18.9% |
| 3Y | +150.3% | -30.1% | +180.4% | +121.2% |
| All | -9.4% | -31.3% | +21.9% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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