-26.5%
LEN vs WCC
+137.6%
-164.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.5% | -6.3% | -4.5% |
| 7D | -2.9% | +8.5% | -11.4% | -5.2% |
| 30D | -8.9% | -1.0% | -7.9% | -8.8% |
| 3M | -10.9% | +2.1% | -13.0% | -12.1% |
| 6M | -19.7% | +36.8% | -56.5% | -27.7% |
| YTD | -20.6% | +47.7% | -68.3% | -30.6% |
| 1Y | -42.4% | +66.5% | -108.9% | -51.7% |
| 3Y | -26.5% | +134.2% | -160.7% | -50.1% |
| All | -26.5% | +137.6% | -164.2% | -50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling