+98.7%
LEN vs WPM
+545.0%
-446.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.7% | +0.1% | -2.9% |
| 7D | -7.8% | -3.6% | -4.1% | -7.1% |
| 30D | -11.0% | +12.5% | -23.5% | -13.1% |
| 3M | -12.8% | +40.6% | -53.4% | -18.5% |
| 6M | -20.2% | +0.5% | -20.7% | -21.1% |
| YTD | -23.0% | +29.0% | -52.1% | -27.6% |
| 1Y | -41.8% | +43.8% | -85.6% | -46.7% |
| 3Y | -28.8% | +266.3% | -295.1% | -47.1% |
| 5Y | -12.6% | +255.1% | -267.7% | -36.0% |
| All | +98.7% | +545.0% | -446.3% | +27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling