+661.9%
WDC vs LITE
+1,511.2%
-849.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +10.7% | -0.8% | +5.4% |
| 7D | -14.4% | -12.9% | -1.5% | -9.0% |
| 30D | -27.1% | -46.0% | +18.9% | -6.3% |
| 3M | -33.3% | -33.0% | -0.2% | -23.2% |
| 6M | -39.6% | -34.0% | -5.6% | -31.1% |
| YTD | +68.4% | +61.7% | +6.7% | +27.9% |
| 1Y | +78.2% | +148.3% | -70.1% | +11.9% |
| 3Y | +772.0% | +1,408.5% | -636.5% | +138.6% |
| 5Y | +584.9% | +546.2% | +38.7% | +155.0% |
| All | +661.9% | +1,511.2% | -849.3% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 LITE 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