-22.5%
LEN vs WPM
+38.8%
-61.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +12.0% | -4.9% | +4.7% |
| 7D | +10.5% | +3.9% | +6.6% | +9.4% |
| 30D | +24.6% | -3.5% | +28.2% | +24.9% |
| 3M | +6.6% | +14.1% | -7.5% | +3.5% |
| 6M | +10.6% | +6.2% | +4.4% | +8.3% |
| YTD | -8.3% | +12.4% | -20.7% | -11.3% |
| 1Y | -22.5% | +40.0% | -62.5% | -26.5% |
| All | -22.5% | +38.8% | -61.3% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1y: compounded portfolio wealth divided by compounded WPM 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…
1y analysis · Full analysis span regression · 6 months rolling