+3,068.2%
LITE vs WPM
+1,103.9%
+1,964.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.8% | +5.1% |
| 7D | -35.9% | +16.9% | -52.9% | -38.0% |
| 30D | -51.5% | +2.0% | -53.5% | -51.8% |
| 3M | -35.7% | +8.9% | -44.7% | -37.0% |
| 6M | -43.0% | +1.6% | -44.5% | -43.4% |
| YTD | +46.1% | +16.5% | +29.6% | +41.4% |
| 1Y | +124.7% | +42.2% | +82.5% | +112.0% |
| 3Y | +1,172.1% | +213.3% | +958.8% | +977.7% |
| 5Y | +477.0% | +249.9% | +227.1% | +379.2% |
| 10Y | +1,465.7% | +549.4% | +916.3% | +1,149.3% |
| All | +3,068.2% | +1,103.9% | +1,964.3% | +2,843.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling