+928.6%
WDC vs LITE
+893.2%
+35.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.0% | +1.9% | +4.1% |
| 7D | +1.7% | -1.5% | +3.3% | +2.4% |
| 30D | -10.0% | +6.7% | -16.6% | -13.6% |
| 3M | -18.8% | -6.8% | -12.0% | -17.5% |
| 6M | +79.0% | +29.4% | +49.6% | +52.5% |
| YTD | +171.6% | +139.1% | +32.5% | +74.0% |
| 1Y | +417.4% | +521.0% | -103.6% | +112.6% |
| 3Y | +1,251.8% | +1,535.3% | -283.5% | +225.7% |
| All | +928.6% | +893.2% | +35.4% | +205.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling