-9.1%
BITO vs WMB
+223.8%
-232.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.1% | -2.8% |
| 7D | +1.5% | +0.8% | +0.7% | +1.1% |
| 30D | +20.0% | +7.7% | +12.3% | +15.5% |
| 3M | +22.8% | +6.7% | +16.1% | +18.0% |
| 6M | +13.1% | +3.6% | +9.5% | +9.8% |
| YTD | -12.5% | +28.0% | -40.5% | -23.9% |
| 1Y | -32.6% | +37.6% | -70.2% | -44.0% |
| 3Y | +151.0% | +149.0% | +2.0% | +43.9% |
| All | -9.1% | +223.8% | -232.9% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WMB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling