+1,499.9%
LITE vs WSM
+1,178.6%
+321.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | -13.9% | +3.1% | -17.0% | -14.7% |
| 30D | -46.9% | +8.5% | -55.4% | -48.5% |
| 3M | -28.0% | +4.6% | -32.6% | -29.4% |
| 6M | -35.2% | +44.5% | -79.8% | -43.2% |
| YTD | +58.9% | +48.4% | +10.4% | +37.1% |
| 1Y | +125.3% | +36.2% | +89.1% | +100.0% |
| 3Y | +1,344.4% | +268.8% | +1,075.7% | +836.7% |
| 5Y | +541.2% | +185.2% | +355.9% | +327.8% |
| All | +1,499.9% | +1,178.6% | +321.3% | +557.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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