+3,586.8%
LITE vs WST
+593.6%
+2,993.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.4% | -8.3% | -8.0% |
| 7D | -31.4% | +1.3% | -32.7% | -31.7% |
| 30D | -42.6% | +8.5% | -51.1% | -44.1% |
| 3M | -26.2% | +17.2% | -43.4% | -30.2% |
| 6M | -35.8% | +36.3% | -72.1% | -42.6% |
| YTD | +70.0% | +48.9% | +21.1% | +46.3% |
| 1Y | +232.7% | +42.9% | +189.8% | +190.4% |
| 3Y | +1,365.7% | +23.1% | +1,342.7% | +1,129.6% |
| 5Y | +609.5% | -4.4% | +613.8% | +545.8% |
| 10Y | +1,721.9% | +461.3% | +1,260.6% | +635.6% |
| All | +3,586.8% | +593.6% | +2,993.1% | +1,463.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling