+490.8%
LITE vs WFC
+87.9%
+402.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.9% |
| 7D | -35.9% | +1.2% | -37.2% | -36.5% |
| 30D | -51.5% | +5.2% | -56.7% | -53.0% |
| 3M | -35.7% | -3.0% | -32.7% | -35.1% |
| 6M | -43.0% | +6.2% | -49.2% | -45.8% |
| YTD | +46.1% | -7.9% | +54.0% | +50.4% |
| 1Y | +124.7% | +0.3% | +124.4% | +120.6% |
| 3Y | +1,172.1% | +117.7% | +1,054.3% | +725.5% |
| All | +490.8% | +87.9% | +402.9% | +308.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling