+490.8%
LITE vs WST
-0.1%
+491.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +5.2% |
| 7D | -35.9% | -3.1% | -32.8% | -35.3% |
| 30D | -51.5% | +9.1% | -60.6% | -52.4% |
| 3M | -35.7% | +14.7% | -50.4% | -37.8% |
| 6M | -43.0% | +28.0% | -71.0% | -46.5% |
| YTD | +46.1% | +45.6% | +0.5% | +32.0% |
| 1Y | +124.7% | +45.7% | +79.1% | +103.2% |
| 3Y | +1,172.1% | +21.1% | +1,151.0% | +1,027.1% |
| All | +490.8% | -0.1% | +491.0% | +453.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling