-9.8%
LEN vs WPM
+261.4%
-271.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -3.4% | +3.9% | -7.3% | -4.1% |
| 30D | -5.7% | +17.7% | -23.3% | -8.6% |
| 3M | -12.2% | +39.4% | -51.7% | -17.9% |
| 6M | -18.3% | +6.4% | -24.7% | -20.1% |
| YTD | -20.2% | +34.0% | -54.2% | -25.5% |
| 1Y | -40.1% | +50.5% | -90.6% | -45.6% |
| 3Y | -26.2% | +280.3% | -306.5% | -48.2% |
| 5Y | -9.8% | +266.3% | -276.2% | -43.0% |
| All | -9.8% | +261.4% | -271.2% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling