+131.3%
WMT vs BITO
-8.3%
+139.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -2.5% | -5.8% | +3.3% | -2.3% |
| 30D | -6.4% | +21.1% | -27.6% | -7.2% |
| 3M | -12.1% | +23.5% | -35.6% | -13.0% |
| 6M | -15.0% | +8.3% | -23.2% | -15.3% |
| YTD | -4.5% | -13.9% | +9.4% | -4.1% |
| 1Y | +6.2% | -34.5% | +40.7% | +7.9% |
| 3Y | +99.9% | +147.0% | -47.1% | +86.7% |
| All | +131.3% | -8.3% | +139.6% | +110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling