-7.4%
BITO vs WST
-18.1%
+10.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.6% | -2.2% |
| 7D | +2.9% | +0.7% | +2.1% | +2.7% |
| 30D | +22.6% | -3.1% | +25.7% | +23.6% |
| 3M | +24.7% | +7.2% | +17.4% | +22.2% |
| 6M | +7.5% | +36.8% | -29.4% | -1.6% |
| YTD | -10.8% | +23.8% | -34.6% | -16.3% |
| 1Y | -29.9% | +37.8% | -67.7% | -36.4% |
| 3Y | +158.9% | -15.9% | +174.8% | +156.4% |
| All | -7.4% | -18.1% | +10.7% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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