+163.0%
LITE vs WWD
+21.4%
+141.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.1% |
| 7D | +10.8% | +4.0% | +6.8% | +8.4% |
| 30D | -33.4% | +0.4% | -33.8% | -32.9% |
| 3M | -32.2% | -7.9% | -24.3% | -28.3% |
| 6M | -42.1% | -10.6% | -31.5% | -38.4% |
| YTD | +61.9% | +9.4% | +52.5% | +68.1% |
| 1Y | +163.0% | +25.7% | +137.2% | +177.0% |
| All | +163.0% | +21.4% | +141.6% | +177.0% |
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