-9.8%
LEN vs WCC
+228.2%
-238.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | -3.4% | +6.8% | -10.2% | -5.5% |
| 30D | -5.7% | -3.0% | -2.6% | -5.0% |
| 3M | -12.2% | +0.2% | -12.4% | -13.1% |
| 6M | -18.3% | +33.2% | -51.4% | -26.8% |
| YTD | -20.2% | +45.8% | -66.0% | -31.1% |
| 1Y | -40.1% | +68.4% | -108.4% | -51.0% |
| 3Y | -26.2% | +131.1% | -157.3% | -49.3% |
| 5Y | -9.8% | +225.6% | -235.4% | -48.8% |
| All | -9.8% | +228.2% | -238.0% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling