+5,083.9%
LITE vs WPM
+1,268.8%
+3,815.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.2% |
| 7D | -1.5% | +1.1% | -2.6% | -1.8% |
| 30D | +6.7% | +26.4% | -19.7% | +2.0% |
| 3M | -6.8% | +20.8% | -27.6% | -10.2% |
| 6M | +29.4% | +1.1% | +28.3% | +28.1% |
| YTD | +139.1% | +32.5% | +106.6% | +126.5% |
| 1Y | +521.0% | +51.5% | +469.5% | +477.7% |
| 3Y | +1,535.3% | +267.0% | +1,268.3% | +1,252.0% |
| 5Y | +889.8% | +250.1% | +639.7% | +713.4% |
| 10Y | +2,400.7% | +540.4% | +1,860.4% | +1,835.7% |
| All | +5,083.9% | +1,268.8% | +3,815.0% | +4,614.4% |
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