+1,402.3%
LITE vs WSM
+1,223.7%
+178.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.4% | +6.2% |
| 7D | -35.9% | +0.5% | -36.5% | -36.2% |
| 30D | -51.5% | +6.0% | -57.5% | -52.6% |
| 3M | -35.7% | +3.2% | -38.9% | -36.8% |
| 6M | -43.0% | +37.1% | -80.1% | -49.2% |
| YTD | +46.1% | +44.2% | +1.9% | +27.3% |
| 1Y | +124.7% | +34.2% | +90.5% | +100.2% |
| 3Y | +1,172.1% | +249.3% | +922.8% | +740.5% |
| 5Y | +477.0% | +169.3% | +307.7% | +292.4% |
| All | +1,402.3% | +1,223.7% | +178.7% | +562.2% |
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