+567.0%
WDC vs LITE
+547.2%
+19.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.5% | -0.5% | -3.0% |
| 7D | +12.1% | +10.8% | +1.3% | +7.2% |
| 30D | -18.8% | -33.4% | +14.6% | -3.3% |
| 3M | -39.3% | -32.2% | -7.1% | -29.5% |
| 6M | -40.1% | -42.1% | +2.0% | -27.6% |
| YTD | +71.8% | +61.9% | +9.9% | +28.2% |
| 1Y | +88.5% | +163.0% | -74.5% | +12.3% |
| 3Y | +770.0% | +1,358.0% | -588.0% | +115.0% |
| All | +567.0% | +547.2% | +19.8% | +139.9% |
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 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