+1,408.5%
LITE vs WWD
+157.3%
+1,251.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.9% | +5.8% | +6.7% |
| 7D | -12.9% | +4.2% | -17.1% | -14.8% |
| 30D | -46.0% | -0.8% | -45.2% | -45.2% |
| 3M | -33.0% | -8.2% | -24.8% | -27.7% |
| 6M | -34.0% | -9.8% | -24.2% | -29.7% |
| YTD | +61.7% | +10.4% | +51.3% | +45.6% |
| 1Y | +148.3% | +25.5% | +122.8% | +98.9% |
| 3Y | +1,408.5% | +155.8% | +1,252.7% | +675.0% |
| All | +1,408.5% | +157.3% | +1,251.2% | +675.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling