+546.2%
LITE vs WAT
+35.9%
+510.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.2% | +6.5% | +9.1% |
| 7D | -12.9% | +6.0% | -18.9% | -14.6% |
| 30D | -46.0% | +9.9% | -55.9% | -47.4% |
| 3M | -33.0% | +17.2% | -50.2% | -36.6% |
| 6M | -34.0% | +34.2% | -68.3% | -41.2% |
| YTD | +61.7% | +25.5% | +36.2% | +46.0% |
| 1Y | +148.3% | +28.3% | +120.0% | +122.5% |
| 3Y | +1,408.5% | +88.4% | +1,320.1% | +1,013.9% |
| 5Y | +546.2% | +36.1% | +510.0% | +429.5% |
| All | +546.2% | +35.9% | +510.2% | +429.5% |
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