+61.5%
WDC vs LITE
+121.0%
-59.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -4.0% |
| 7D | -28.0% | -35.9% | +8.0% | -12.3% |
| 30D | -34.9% | -51.5% | +16.6% | -11.0% |
| 3M | -41.6% | -35.7% | -5.8% | -31.1% |
| 6M | -45.4% | -43.0% | -2.4% | -33.8% |
| YTD | +53.3% | +46.1% | +7.2% | +21.4% |
| 1Y | +61.5% | +124.7% | -63.2% | +2.9% |
| All | +61.5% | +121.0% | -59.5% | +2.9% |
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