+1,587.5%
LITE vs WAB
+288.7%
+1,298.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.8% |
| 7D | -13.9% | +4.0% | -17.9% | -15.3% |
| 30D | -46.9% | +6.3% | -53.3% | -48.4% |
| 3M | -28.0% | +3.3% | -31.3% | -28.8% |
| 6M | -35.2% | +14.5% | -49.7% | -39.8% |
| YTD | +58.9% | +42.7% | +16.2% | +31.4% |
| 1Y | +125.3% | +45.2% | +80.1% | +85.3% |
| 3Y | +1,344.4% | +173.8% | +1,170.7% | +795.0% |
| 5Y | +541.2% | +223.8% | +317.4% | +264.2% |
| 10Y | +1,587.5% | +280.5% | +1,307.0% | +664.2% |
| All | +1,587.5% | +288.7% | +1,298.8% | +664.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling