+103.0%
LEN vs WCN
+235.9%
-132.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -4.8% | -3.1% | -1.7% | -3.1% |
| 30D | -6.6% | -3.4% | -3.2% | -4.8% |
| 3M | -15.7% | +3.0% | -18.6% | -17.1% |
| 6M | -16.6% | -3.8% | -12.9% | -15.6% |
| YTD | -21.3% | -8.3% | -13.0% | -18.7% |
| 1Y | -42.0% | -9.7% | -32.3% | -39.5% |
| 3Y | -27.9% | +17.2% | -45.1% | -38.2% |
| 5Y | -10.7% | +25.3% | -36.0% | -28.4% |
| All | +103.0% | +235.9% | -132.8% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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