+437.6%
WDC vs LITE
+2,640.3%
-2,202.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -18.7% | +1.3% | -9.9% |
| 7D | -32.3% | -44.6% | +12.3% | -14.7% |
| 30D | -34.9% | -55.0% | +20.1% | -11.3% |
| 3M | -48.4% | -38.3% | -10.1% | -39.2% |
| 6M | -42.4% | -48.8% | +6.3% | -28.0% |
| YTD | +55.5% | +38.3% | +17.2% | +28.8% |
| 1Y | +67.5% | +119.0% | -51.5% | +14.9% |
| 3Y | +727.3% | +1,092.0% | -364.7% | +176.6% |
| 5Y | +533.3% | +446.1% | +87.3% | +173.1% |
| 10Y | +627.0% | +1,381.7% | -754.7% | +137.6% |
| All | +437.6% | +2,640.3% | -2,202.8% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling