+490.8%
LITE vs WAT
+32.4%
+458.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.3% |
| 7D | -35.9% | -1.1% | -34.8% | -35.4% |
| 30D | -51.5% | +5.0% | -56.5% | -52.0% |
| 3M | -35.7% | +14.5% | -50.2% | -38.7% |
| 6M | -43.0% | +30.9% | -73.9% | -48.7% |
| YTD | +46.1% | +20.5% | +25.6% | +33.9% |
| 1Y | +124.7% | +23.3% | +101.4% | +104.2% |
| 3Y | +1,172.1% | +81.5% | +1,090.6% | +851.4% |
| All | +490.8% | +32.4% | +458.4% | +391.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling