+2,331.0%
LITE vs WWD
+478.9%
+1,852.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.5% |
| 7D | -1.5% | +1.3% | -2.8% | -2.2% |
| 30D | +6.7% | -7.2% | +13.8% | +10.9% |
| 3M | -6.8% | -3.8% | -2.9% | -5.8% |
| 6M | +29.4% | -9.9% | +39.4% | +35.4% |
| YTD | +139.1% | +14.8% | +124.3% | +121.8% |
| 1Y | +521.0% | +42.1% | +478.9% | +418.5% |
| 3Y | +1,535.3% | +170.8% | +1,364.5% | +931.7% |
| 5Y | +889.8% | +197.5% | +692.3% | +486.5% |
| All | +2,331.0% | +478.9% | +1,852.1% | +935.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling