+2,898.2%
LITE vs WPM
+1,069.9%
+1,828.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.7% | -19.4% | -18.8% |
| 7D | -44.6% | +7.5% | -52.0% | -45.5% |
| 30D | -55.0% | -3.8% | -51.3% | -54.8% |
| 3M | -38.3% | +8.0% | -46.3% | -39.4% |
| 6M | -48.8% | +6.1% | -54.8% | -49.6% |
| YTD | +38.3% | +13.2% | +25.1% | +34.5% |
| 1Y | +119.0% | +37.9% | +81.1% | +107.7% |
| 3Y | +1,092.0% | +201.7% | +890.3% | +915.9% |
| 5Y | +446.1% | +240.0% | +206.0% | +355.8% |
| 10Y | +1,381.7% | +531.0% | +850.7% | +1,088.2% |
| All | +2,898.2% | +1,069.9% | +1,828.3% | +2,699.2% |
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 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