+2,259.5%
LITE vs WSM
+1,020.0%
+1,239.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.3% |
| 7D | -1.5% | -3.3% | +1.7% | -0.5% |
| 30D | +6.7% | -8.4% | +15.0% | +9.5% |
| 3M | -6.8% | +9.7% | -16.4% | -10.1% |
| 6M | +29.4% | +16.7% | +12.8% | +21.9% |
| YTD | +139.1% | +28.7% | +110.4% | +116.8% |
| 1Y | +521.0% | +13.7% | +507.3% | +486.0% |
| 3Y | +1,535.3% | +230.1% | +1,305.2% | +1,000.4% |
| 5Y | +889.8% | +179.0% | +710.9% | +568.3% |
| All | +2,259.5% | +1,020.0% | +1,239.5% | +914.2% |
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