+1,493.1%
LITE vs WCC
+431.3%
+1,061.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -3.7% |
| 7D | +10.8% | +9.9% | +0.8% | +6.0% |
| 30D | -33.4% | -8.4% | -25.0% | -29.3% |
| 3M | -32.2% | -10.3% | -21.9% | -26.7% |
| 6M | -42.1% | -10.5% | -31.6% | -37.0% |
| YTD | +61.9% | +32.2% | +29.7% | +48.3% |
| 1Y | +163.0% | +25.5% | +137.5% | +147.4% |
| 3Y | +1,358.0% | +134.7% | +1,223.3% | +952.0% |
| 5Y | +549.9% | +139.9% | +410.0% | +342.2% |
| All | +1,493.1% | +431.3% | +1,061.8% | +682.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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