+1,358.0%
LITE vs WSM
+260.3%
+1,097.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -5.0% |
| 7D | +10.8% | 0.0% | +10.8% | +10.9% |
| 30D | -33.4% | +5.1% | -38.5% | -35.0% |
| 3M | -32.2% | +5.1% | -37.3% | -33.9% |
| 6M | -42.1% | +48.6% | -90.7% | -51.5% |
| YTD | +61.9% | +44.2% | +17.7% | +35.4% |
| 1Y | +163.0% | +38.1% | +124.9% | +123.9% |
| 3Y | +1,358.0% | +257.2% | +1,100.8% | +787.9% |
| All | +1,358.0% | +260.3% | +1,097.7% | +787.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling