-10.6%
BITO vs WTW
+36.8%
-47.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | -5.7% | +2.3% | -1.6% |
| 30D | +21.4% | -7.3% | +28.7% | +24.4% |
| 3M | +20.5% | +21.5% | -1.0% | +12.6% |
| 6M | +7.4% | +9.6% | -2.2% | +3.4% |
| YTD | -13.9% | -3.3% | -10.6% | -13.1% |
| 1Y | -35.1% | -6.1% | -28.9% | -33.8% |
| 3Y | +156.8% | +61.8% | +95.0% | +86.6% |
| All | -10.6% | +36.8% | -47.4% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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