+1,493.1%
LITE vs WST
+456.5%
+1,036.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -4.9% |
| 7D | +10.8% | +4.2% | +6.6% | +9.2% |
| 30D | -33.4% | +11.2% | -44.7% | -35.5% |
| 3M | -32.2% | +20.4% | -52.6% | -36.4% |
| 6M | -42.1% | +37.9% | -80.0% | -48.4% |
| YTD | +61.9% | +51.8% | +10.1% | +38.1% |
| 1Y | +163.0% | +56.6% | +106.4% | +121.9% |
| 3Y | +1,358.0% | +24.2% | +1,333.8% | +1,114.1% |
| 5Y | +549.9% | +0.7% | +549.2% | +483.0% |
| All | +1,493.1% | +456.5% | +1,036.6% | +336.7% |
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