-10.6%
BITO vs WM
+45.6%
-56.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.4% | -2.1% | -1.4% | -3.1% |
| 30D | +21.4% | -5.3% | +26.7% | +22.6% |
| 3M | +20.5% | -2.0% | +22.5% | +20.5% |
| 6M | +7.4% | -8.6% | +16.0% | +9.0% |
| YTD | -13.9% | -1.6% | -12.3% | -14.5% |
| 1Y | -35.1% | -1.2% | -33.9% | -35.7% |
| 3Y | +156.8% | +41.9% | +114.9% | +115.0% |
| All | -10.6% | +45.6% | -56.2% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling