+521.0%
LITE vs WWD
+41.9%
+479.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.3% |
| 7D | -1.5% | +1.3% | -2.8% | -2.3% |
| 30D | +6.7% | -7.2% | +13.8% | +11.7% |
| 3M | -6.8% | -3.8% | -2.9% | -6.2% |
| 6M | +29.4% | -9.9% | +39.4% | +36.5% |
| YTD | +139.1% | +14.8% | +124.3% | +120.1% |
| 1Y | +521.0% | +42.1% | +478.9% | +398.3% |
| All | +521.0% | +41.9% | +479.1% | +398.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling