+156.8%
BITO vs WSM
+230.1%
-73.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | +21.4% | -7.7% | +29.1% | +23.3% |
| 3M | +20.5% | +3.8% | +16.7% | +19.3% |
| 6M | +7.4% | +22.7% | -15.3% | +2.3% |
| YTD | -13.9% | +28.0% | -41.9% | -18.4% |
| 1Y | -35.1% | +12.7% | -47.8% | -37.1% |
| 3Y | +156.8% | +231.3% | -74.4% | +144.1% |
| All | +156.8% | +230.1% | -73.3% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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