+132.4%
LEN vs WPM
+749.7%
-617.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -5.8% | -3.6% | -2.2% | -5.1% |
| 30D | +13.7% | +1.4% | +12.3% | +13.1% |
| 3M | -3.9% | -0.2% | -3.7% | -4.2% |
| 6M | -0.4% | -7.3% | +6.9% | +0.2% |
| YTD | -16.8% | +12.3% | -29.2% | -20.2% |
| 1Y | -29.5% | +24.9% | -54.4% | -33.8% |
| 3Y | -25.6% | +210.4% | -235.9% | -43.9% |
| 5Y | -13.2% | +210.4% | -223.6% | -36.1% |
| All | +132.4% | +749.7% | -617.3% | +44.8% |
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