+880.9%
LEN vs WCN
+6,839.3%
-5,958.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.6% |
| 7D | -3.2% | -0.6% | -2.5% | -2.9% |
| 30D | -4.9% | +0.4% | -5.3% | -5.1% |
| 3M | -8.5% | +7.3% | -15.8% | -11.2% |
| 6M | -20.7% | -2.5% | -18.2% | -20.4% |
| YTD | -17.4% | -5.4% | -12.0% | -16.5% |
| 1Y | -38.2% | -8.5% | -29.8% | -36.7% |
| 3Y | -24.9% | +20.8% | -45.7% | -31.9% |
| 5Y | -11.4% | +30.0% | -41.5% | -22.5% |
| 10Y | +110.0% | +238.4% | -128.4% | +28.5% |
| All | +880.9% | +6,839.3% | -5,958.4% | +182.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling