+151.0%
BITO vs WM
+44.2%
+106.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.9% |
| 7D | +1.5% | -0.9% | +2.4% | +1.5% |
| 30D | +20.0% | -4.3% | +24.4% | +19.9% |
| 3M | +22.8% | +0.8% | +22.0% | +22.5% |
| 6M | +13.1% | -10.8% | +23.8% | +13.7% |
| YTD | -12.5% | -0.1% | -12.4% | -12.8% |
| 1Y | -32.6% | +1.0% | -33.6% | -32.7% |
| 3Y | +151.0% | +45.1% | +106.0% | +146.3% |
| All | +151.0% | +44.2% | +106.9% | +146.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling