+5,083.9%
LITE vs WST
+476.9%
+4,607.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.3% |
| 7D | -1.5% | +0.7% | -2.3% | -1.8% |
| 30D | +6.7% | -3.1% | +9.8% | +7.9% |
| 3M | -6.8% | +7.2% | -14.0% | -9.1% |
| 6M | +29.4% | +36.8% | -7.4% | +15.2% |
| YTD | +139.1% | +23.8% | +115.2% | +119.5% |
| 1Y | +521.0% | +37.8% | +483.2% | +447.3% |
| 3Y | +1,535.3% | -15.9% | +1,551.2% | +1,496.6% |
| 5Y | +889.8% | -25.8% | +915.7% | +894.5% |
| 10Y | +2,400.7% | +319.6% | +2,081.1% | +1,000.7% |
| All | +5,083.9% | +476.9% | +4,607.0% | +2,245.2% |
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