+98.7%
LEN vs WCC
+518.6%
-419.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -2.3% |
| 7D | -7.8% | +1.7% | -9.4% | -8.4% |
| 30D | -11.0% | -6.1% | -5.0% | -9.3% |
| 3M | -12.8% | +3.1% | -15.9% | -14.8% |
| 6M | -20.2% | +28.2% | -48.4% | -28.9% |
| YTD | -23.0% | +41.1% | -64.1% | -34.4% |
| 1Y | -41.8% | +61.3% | -103.1% | -53.3% |
| 3Y | -28.8% | +123.6% | -152.4% | -53.3% |
| 5Y | -12.6% | +214.8% | -227.4% | -53.6% |
| All | +98.7% | +518.6% | -419.8% | -41.7% |
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