+1,321.8%
LITE vs WST
+431.2%
+890.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.0% | -14.7% | -17.3% |
| 7D | -44.6% | -5.8% | -38.8% | -43.2% |
| 30D | -55.0% | +5.3% | -60.4% | -55.7% |
| 3M | -38.3% | +11.8% | -50.1% | -40.6% |
| 6M | -48.8% | +26.7% | -75.5% | -53.1% |
| YTD | +38.3% | +43.0% | -4.7% | +20.4% |
| 1Y | +119.0% | +38.9% | +80.1% | +92.8% |
| 3Y | +1,092.0% | +18.2% | +1,073.8% | +908.7% |
| 5Y | +446.1% | -1.5% | +447.6% | +388.7% |
| All | +1,321.8% | +431.2% | +890.5% | +316.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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