+74.1%
LEN vs WPM
+5,967.5%
-5,893.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.8% |
| 7D | -3.2% | +1.1% | -4.3% | -3.4% |
| 30D | -4.9% | +26.4% | -31.2% | -9.1% |
| 3M | -8.5% | +20.8% | -29.3% | -12.2% |
| 6M | -20.7% | +1.1% | -21.8% | -21.6% |
| YTD | -17.4% | +32.5% | -49.9% | -22.8% |
| 1Y | -38.2% | +51.5% | -89.8% | -44.0% |
| 3Y | -24.9% | +267.0% | -291.9% | -43.4% |
| 5Y | -11.4% | +250.1% | -261.6% | -33.7% |
| 10Y | +110.0% | +540.4% | -430.3% | +33.6% |
| All | +74.1% | +5,967.5% | -5,893.4% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling