-18.8%
WDC vs LITE
-2.1%
-16.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.0% | +1.9% | +3.4% |
| 7D | +1.7% | -1.5% | +3.3% | +2.6% |
| 30D | -10.0% | +6.7% | -16.6% | -16.3% |
| 3M | -18.8% | -6.8% | -12.0% | -14.4% |
| All | -18.8% | -2.1% | -16.7% | -14.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling