+1,563.7%
LITE vs WWD
+166.3%
+1,397.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.2% |
| 7D | -1.5% | +1.3% | -2.8% | -2.5% |
| 30D | +6.7% | -7.2% | +13.8% | +13.1% |
| 3M | -6.8% | -3.8% | -2.9% | -6.0% |
| 6M | +29.4% | -9.9% | +39.4% | +37.3% |
| YTD | +139.1% | +14.8% | +124.3% | +107.3% |
| 1Y | +521.0% | +42.1% | +478.9% | +345.9% |
| All | +1,563.7% | +166.3% | +1,397.4% | +680.0% |
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