+1,568.0%
LITE vs WWD
+442.7%
+1,125.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -2.6% |
| 7D | +22.6% | +8.2% | +14.4% | +18.0% |
| 30D | -36.8% | -0.2% | -36.6% | -36.4% |
| 3M | -33.0% | -8.4% | -24.6% | -29.4% |
| 6M | -37.1% | -9.5% | -27.5% | -34.1% |
| YTD | +69.5% | +10.1% | +59.4% | +61.8% |
| 1Y | +146.1% | +21.6% | +124.5% | +123.0% |
| 3Y | +1,440.8% | +149.6% | +1,291.2% | +917.4% |
| 5Y | +580.4% | +191.3% | +389.1% | +311.4% |
| All | +1,568.0% | +442.7% | +1,125.3% | +634.3% |
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 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