+887.3%
LEN vs WCN
+8,078.4%
-7,191.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.5% |
| 7D | -8.7% | +1.2% | -9.9% | -9.2% |
| 30D | +11.6% | +26.4% | -14.9% | +1.8% |
| 3M | -1.3% | +17.5% | -18.8% | -7.3% |
| 6M | -1.4% | +28.7% | -30.2% | -10.9% |
| YTD | -16.9% | +11.5% | -28.4% | -21.2% |
| 1Y | -31.2% | +15.9% | -47.0% | -35.7% |
| 3Y | -25.6% | +51.6% | -77.2% | -38.2% |
| 5Y | -13.3% | +47.9% | -61.2% | -27.7% |
| 10Y | +138.4% | +322.5% | -184.1% | +33.9% |
| All | +887.3% | +8,078.4% | -7,191.2% | +166.4% |
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