+3,712.1%
LITE vs WSM
+717.3%
+2,994.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.5% | +10.6% |
| 7D | +3.4% | -3.0% | +6.4% | +4.7% |
| 30D | -34.9% | +10.1% | -45.0% | -37.0% |
| 3M | -21.0% | +4.9% | -25.9% | -22.6% |
| 6M | -38.5% | +49.8% | -88.2% | -46.3% |
| YTD | +75.8% | +48.7% | +27.1% | +52.5% |
| 1Y | +156.7% | +38.7% | +118.0% | +127.5% |
| 3Y | +1,498.6% | +269.5% | +1,229.0% | +954.6% |
| 5Y | +610.9% | +179.0% | +431.9% | +385.0% |
| 10Y | +1,670.7% | +1,162.3% | +508.4% | +642.6% |
| All | +3,712.1% | +717.3% | +2,994.8% | +1,395.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling