+5,083.9%
LITE vs WCN
+461.2%
+4,622.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.4% |
| 7D | -1.5% | -0.6% | -0.9% | -1.4% |
| 30D | +6.7% | +0.4% | +6.2% | +6.3% |
| 3M | -6.8% | +7.3% | -14.1% | -10.5% |
| 6M | +29.4% | -2.5% | +31.9% | +28.2% |
| YTD | +139.1% | -5.4% | +144.5% | +138.9% |
| 1Y | +521.0% | -8.5% | +529.5% | +526.2% |
| 3Y | +1,535.3% | +20.8% | +1,514.5% | +1,320.7% |
| 5Y | +889.8% | +30.0% | +859.8% | +713.6% |
| 10Y | +2,400.7% | +238.4% | +2,162.3% | +1,543.3% |
| All | +5,083.9% | +461.2% | +4,622.7% | +3,671.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling