+232.7%
LITE vs WAB
+46.5%
+186.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.1% | -8.9% | -8.9% |
| 7D | -31.4% | +4.5% | -36.0% | -34.7% |
| 30D | -42.6% | +1.1% | -43.7% | -43.2% |
| 3M | -26.2% | -1.3% | -24.9% | -25.3% |
| 6M | -35.8% | +12.7% | -48.5% | -43.7% |
| YTD | +70.0% | +38.7% | +31.4% | +13.8% |
| 1Y | +232.7% | +44.9% | +187.8% | +112.3% |
| All | +232.7% | +46.5% | +186.2% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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