+14,159.6%
GWW vs LEN
+10,533.4%
+3,626.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +1.4% | -3.2% | +4.6% | +2.0% |
| 30D | +3.3% | -4.9% | +8.2% | +4.2% |
| 3M | +2.9% | -8.5% | +11.4% | +4.4% |
| 6M | +15.8% | -20.7% | +36.4% | +20.5% |
| YTD | +32.0% | -17.4% | +49.4% | +36.1% |
| 1Y | +29.9% | -38.2% | +68.1% | +41.3% |
| 3Y | +91.1% | -24.9% | +115.9% | +96.8% |
| 5Y | +223.9% | -11.4% | +235.4% | +218.6% |
| 10Y | +567.0% | +110.0% | +457.0% | +432.1% |
| All | +14,159.6% | +10,533.4% | +3,626.2% | +4,982.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling