+593.6%
LITE vs WSM
+160.1%
+433.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +0.9% | -2.1% |
| 7D | +22.6% | -3.2% | +25.7% | +24.0% |
| 30D | -36.8% | +4.6% | -41.4% | -38.0% |
| 3M | -33.0% | +2.4% | -35.5% | -33.9% |
| 6M | -37.1% | +43.7% | -80.7% | -45.4% |
| YTD | +69.5% | +42.1% | +27.4% | +46.1% |
| 1Y | +146.1% | +32.3% | +113.9% | +117.8% |
| 3Y | +1,440.8% | +253.0% | +1,187.8% | +899.8% |
| All | +593.6% | +160.1% | +433.5% | +341.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling