+757.0%
LITE vs WETO
-99.9%
+856.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.7% | -1.8% | -4.4% |
| 7D | +10.8% | -39.7% | +50.5% | +11.5% |
| 30D | -33.4% | -26.7% | -6.7% | -33.4% |
| 3M | -32.2% | -83.1% | +50.9% | -33.4% |
| 6M | -42.1% | -98.8% | +56.7% | -40.5% |
| YTD | +61.9% | -99.3% | +161.2% | +62.3% |
| 1Y | +163.0% | -99.4% | +262.4% | +162.8% |
| All | +757.0% | -99.9% | +856.8% | +746.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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