-10.6%
BITO vs WSM
+164.3%
-174.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -0.9% |
| 7D | -5.8% | +0.4% | -6.3% | -6.0% |
| 30D | +21.1% | -10.7% | +31.8% | +25.0% |
| 3M | +23.5% | +8.5% | +15.0% | +20.1% |
| 6M | +8.3% | +19.6% | -11.4% | +1.8% |
| YTD | -13.9% | +26.6% | -40.5% | -20.4% |
| 1Y | -34.5% | +12.0% | -46.5% | -37.5% |
| 3Y | +147.0% | +226.6% | -79.6% | +53.9% |
| All | -10.6% | +164.3% | -174.8% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling