+101.9%
WMT vs BITO
+149.6%
-47.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | 0.0% | -3.4% | +3.5% | +0.1% |
| 30D | -7.4% | +21.4% | -28.8% | -7.9% |
| 3M | -10.9% | +20.5% | -31.4% | -11.4% |
| 6M | -12.7% | +7.4% | -20.1% | -12.9% |
| YTD | -3.2% | -13.9% | +10.7% | -2.8% |
| 1Y | +5.3% | -35.1% | +40.3% | +7.0% |
| 3Y | +101.9% | +156.8% | -55.0% | +76.6% |
| All | +101.9% | +149.6% | -47.8% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling