+1,587.5%
LITE vs WPM
+556.6%
+1,030.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.1% | +3.3% | -0.5% |
| 7D | -13.9% | +16.4% | -30.3% | -17.3% |
| 30D | -46.9% | -1.5% | -45.5% | -46.8% |
| 3M | -28.0% | +2.6% | -30.6% | -28.9% |
| 6M | -35.2% | -1.3% | -33.9% | -35.5% |
| YTD | +58.9% | +16.8% | +42.1% | +51.6% |
| 1Y | +125.3% | +34.1% | +91.2% | +109.7% |
| 3Y | +1,344.4% | +225.1% | +1,119.3% | +1,025.9% |
| 5Y | +541.2% | +234.5% | +306.7% | +390.0% |
| 10Y | +1,587.5% | +674.1% | +913.4% | +1,053.2% |
| All | +1,587.5% | +556.6% | +1,030.9% | +1,053.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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