+562.5%
LITE vs WAT
+28.6%
+533.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | +10.8% | +0.6% | +10.2% | +10.6% |
| 30D | -33.4% | +5.4% | -38.9% | -34.2% |
| 3M | -32.2% | +11.3% | -43.5% | -34.6% |
| 6M | -42.1% | +37.4% | -79.5% | -48.7% |
| YTD | +61.9% | +21.2% | +40.7% | +48.1% |
| 1Y | +163.0% | +21.3% | +141.6% | +140.7% |
| 3Y | +1,358.0% | +83.4% | +1,274.6% | +988.0% |
| All | +562.5% | +28.6% | +533.9% | +446.4% |
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