+129.4%
LITE vs WAT
+27.0%
+102.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.2% | +6.5% | +9.8% |
| 7D | -12.9% | +6.0% | -18.9% | -13.6% |
| 30D | -46.0% | +9.9% | -55.9% | -46.2% |
| 3M | -33.0% | +17.2% | -50.2% | -33.6% |
| 6M | -34.0% | +34.2% | -68.3% | -35.2% |
| YTD | +61.7% | +25.5% | +36.2% | +59.3% |
| All | +129.4% | +27.0% | +102.4% | +128.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling