+1,568.0%
LITE vs WAT
+223.8%
+1,344.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -2.8% |
| 7D | +22.6% | +2.0% | +20.5% | +21.6% |
| 30D | -36.8% | +7.7% | -44.5% | -38.3% |
| 3M | -33.0% | +11.1% | -44.1% | -35.7% |
| 6M | -37.1% | +31.2% | -68.3% | -44.3% |
| YTD | +69.5% | +21.7% | +47.8% | +52.3% |
| 1Y | +146.1% | +19.3% | +126.8% | +123.6% |
| 3Y | +1,440.8% | +80.6% | +1,360.2% | +1,010.2% |
| 5Y | +580.4% | +29.5% | +550.9% | +459.0% |
| All | +1,568.0% | +223.8% | +1,344.2% | +812.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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