+459.1%
LITE vs WCC
+112.3%
+346.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -9.6% | -9.1% | -12.6% |
| 7D | -44.6% | -21.9% | -22.7% | -34.6% |
| 30D | -55.0% | -25.4% | -29.6% | -45.1% |
| 3M | -38.3% | -23.1% | -15.2% | -25.7% |
| 6M | -48.8% | -18.1% | -30.7% | -40.0% |
| YTD | +38.3% | +17.7% | +20.6% | +32.4% |
| 1Y | +119.0% | +12.4% | +106.6% | +116.3% |
| 3Y | +1,092.0% | +105.9% | +986.1% | +759.2% |
| All | +459.1% | +112.3% | +346.8% | +261.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling