+132.4%
LEN vs WCC
+431.3%
-298.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | -5.8% | +9.9% | -15.7% | -9.0% |
| 30D | +13.7% | -8.4% | +22.2% | +15.4% |
| 3M | -3.9% | -10.3% | +6.5% | -2.2% |
| 6M | -0.4% | -10.5% | +10.1% | +0.3% |
| YTD | -16.8% | +32.2% | -49.0% | -28.9% |
| 1Y | -29.5% | +25.5% | -55.0% | -38.5% |
| 3Y | -25.6% | +134.7% | -160.3% | -53.2% |
| 5Y | -13.2% | +139.9% | -153.2% | -49.4% |
| All | +132.4% | +431.3% | -298.9% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling