+132.3%
LEN vs WCC
+440.3%
-308.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -8.7% | +14.2% | -23.0% | -13.1% |
| 30D | +11.6% | -9.8% | +21.4% | +13.9% |
| 3M | -1.3% | -10.1% | +8.9% | +0.3% |
| 6M | -1.4% | -9.4% | +8.0% | -1.1% |
| YTD | -16.9% | +34.4% | -51.3% | -29.3% |
| 1Y | -31.2% | +23.3% | -54.4% | -39.5% |
| 3Y | -25.6% | +137.9% | -163.5% | -53.4% |
| 5Y | -13.3% | +144.0% | -157.2% | -49.7% |
| All | +132.3% | +440.3% | -308.0% | -27.6% |
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