+66.3%
WDC vs LITE
+128.1%
-61.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.6% |
| 7D | -16.7% | -13.9% | -2.8% | -10.6% |
| 30D | -27.2% | -46.9% | +19.7% | -4.5% |
| 3M | -34.0% | -28.0% | -6.0% | -25.7% |
| 6M | -39.7% | -35.2% | -4.5% | -30.9% |
| YTD | +68.1% | +58.9% | +9.2% | +29.2% |
| 1Y | +66.3% | +125.3% | -59.0% | +8.1% |
| All | +66.3% | +128.1% | -61.8% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling