+12.3%
WFC vs BITO
-30.5%
+42.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.3% | +1.0% |
| 7D | +3.8% | +2.9% | +0.9% | +3.5% |
| 30D | +1.5% | +22.6% | -21.1% | -0.3% |
| 3M | +10.9% | +24.7% | -13.8% | +8.7% |
| 6M | +8.4% | +7.5% | +1.0% | +7.5% |
| YTD | -1.9% | -10.8% | +8.9% | -3.2% |
| 1Y | +12.3% | -29.9% | +42.3% | +11.4% |
| All | +12.3% | -30.5% | +42.9% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 1y: compounded portfolio wealth divided by compounded BITO 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…
1y analysis · Full analysis span regression · 6 months rolling