+1,568.0%
LITE vs WFC
+117.1%
+1,450.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +22.6% | +1.7% | +20.8% | +21.7% |
| 30D | -36.8% | +6.8% | -43.6% | -38.8% |
| 3M | -33.0% | -3.0% | -30.0% | -32.5% |
| 6M | -37.1% | +15.4% | -52.5% | -41.6% |
| YTD | +69.5% | -5.9% | +75.4% | +71.8% |
| 1Y | +146.1% | +1.7% | +144.5% | +141.4% |
| 3Y | +1,440.8% | +124.9% | +1,315.9% | +973.9% |
| 5Y | +580.4% | +90.5% | +490.0% | +397.0% |
| All | +1,568.0% | +117.1% | +1,450.9% | +1,054.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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