+5,083.9%
LITE vs WWD
+657.7%
+4,426.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.8% |
| 3M | -6.8% | -3.8% | -2.9% | -5.8% |
| 6M | +29.4% | -9.9% | +39.4% | +35.2% |
| YTD | +139.1% | +14.8% | +124.3% | +122.3% |
| 1Y | +521.0% | +42.1% | +478.9% | +421.2% |
| 3Y | +1,535.3% | +170.8% | +1,364.5% | +944.8% |
| 5Y | +889.8% | +197.5% | +692.3% | +495.0% |
| 10Y | +2,400.7% | +477.8% | +1,922.9% | +991.8% |
| All | +5,083.9% | +657.7% | +4,426.2% | +1,843.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling