+446.1%
LITE vs WST
-7.2%
+453.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.0% | -14.7% | -17.7% |
| 7D | -44.6% | -5.8% | -38.8% | -43.6% |
| 30D | -55.0% | +5.3% | -60.4% | -55.4% |
| 3M | -38.3% | +11.8% | -50.1% | -39.9% |
| 6M | -48.8% | +26.7% | -75.5% | -51.8% |
| YTD | +38.3% | +43.0% | -4.7% | +25.6% |
| 1Y | +119.0% | +38.9% | +80.1% | +100.3% |
| 3Y | +1,092.0% | +18.2% | +1,073.8% | +963.7% |
| 5Y | +446.1% | -1.5% | +447.6% | +416.1% |
| All | +446.1% | -7.2% | +453.3% | +416.1% |
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