+1,493.1%
LITE vs WCN
+322.1%
+1,171.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +10.8% | +2.6% | +8.2% | +10.0% |
| 30D | -33.4% | +23.9% | -57.4% | -38.5% |
| 3M | -32.2% | +17.4% | -49.7% | -36.5% |
| 6M | -42.1% | +28.0% | -70.1% | -48.7% |
| YTD | +61.9% | +11.6% | +50.3% | +51.6% |
| 1Y | +163.0% | +16.9% | +146.1% | +139.9% |
| 3Y | +1,358.0% | +51.6% | +1,306.4% | +1,006.5% |
| 5Y | +549.9% | +48.0% | +501.9% | +387.2% |
| All | +1,493.1% | +322.1% | +1,171.0% | +663.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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