-9.4%
BITO vs WM
+47.0%
-56.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +1.1% | -1.2% | +2.2% | +1.3% |
| 30D | +21.8% | -4.5% | +26.3% | +22.8% |
| 3M | +25.0% | -2.2% | +27.2% | +25.1% |
| 6M | +11.3% | -11.5% | +22.8% | +14.0% |
| YTD | -12.7% | -0.7% | -12.0% | -13.5% |
| 1Y | -32.3% | +0.3% | -32.6% | -33.2% |
| 3Y | +150.3% | +44.2% | +106.1% | +108.5% |
| All | -9.4% | +47.0% | -56.4% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling