-17.9%
BITO vs WM
+66.5%
-84.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -4.6% |
| 7D | -6.3% | +1.2% | -7.5% | -6.5% |
| 30D | -14.6% | +15.2% | -29.8% | -16.7% |
| 3M | +11.4% | +8.3% | +3.1% | +9.9% |
| 6M | -13.3% | +13.1% | -26.5% | -15.6% |
| YTD | -20.9% | +12.5% | -33.5% | -23.3% |
| 1Y | -32.1% | +21.8% | -53.9% | -35.8% |
| 3Y | +58.2% | +48.8% | +9.4% | +34.8% |
| 5Y | -13.6% | +62.1% | -75.7% | -30.8% |
| All | -17.9% | +66.5% | -84.5% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling