+1,618.0%
LITE vs WSM
+1,227.3%
+390.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.0% | +7.7% | +9.7% |
| 7D | -12.9% | +0.9% | -13.8% | -13.1% |
| 30D | -46.0% | +8.6% | -54.5% | -47.6% |
| 3M | -33.0% | +4.2% | -37.3% | -34.3% |
| 6M | -34.0% | +44.6% | -78.7% | -42.2% |
| YTD | +61.7% | +48.5% | +13.2% | +39.6% |
| 1Y | +148.3% | +34.7% | +113.6% | +121.1% |
| 3Y | +1,408.5% | +271.0% | +1,137.5% | +876.0% |
| 5Y | +546.2% | +180.9% | +365.2% | +332.9% |
| All | +1,618.0% | +1,227.3% | +390.8% | +604.2% |
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