+27.2%
GWW vs LEN
-41.0%
+68.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.2% |
| 7D | -3.4% | -4.8% | +1.4% | -2.4% |
| 30D | -1.9% | -6.6% | +4.7% | -0.6% |
| 3M | -2.4% | -15.7% | +13.3% | +0.8% |
| 6M | +15.7% | -16.6% | +32.4% | +19.5% |
| YTD | +27.6% | -21.3% | +48.9% | +33.6% |
| 1Y | +27.2% | -42.0% | +69.2% | +35.6% |
| All | +27.2% | -41.0% | +68.1% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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