+1,344.4%
LITE vs WST
+23.5%
+1,320.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.8% |
| 7D | -13.9% | +1.4% | -15.3% | -14.0% |
| 30D | -46.9% | +12.7% | -59.6% | -47.9% |
| 3M | -28.0% | +17.2% | -45.2% | -30.0% |
| 6M | -35.2% | +26.7% | -61.9% | -37.9% |
| YTD | +58.9% | +50.3% | +8.6% | +46.4% |
| 1Y | +125.3% | +50.2% | +75.1% | +107.6% |
| 3Y | +1,344.4% | +21.7% | +1,322.7% | +1,139.0% |
| All | +1,344.4% | +23.5% | +1,320.9% | +1,139.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling