-22.5%
LEN vs WSM
+44.0%
-66.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.5% | +0.6% | +3.0% |
| 7D | +10.5% | +8.0% | +2.5% | +5.4% |
| 30D | +24.6% | +13.5% | +11.2% | +15.7% |
| 3M | +6.6% | +8.8% | -2.2% | +1.3% |
| 6M | +10.6% | +54.7% | -44.1% | -13.6% |
| YTD | -8.3% | +53.3% | -61.6% | -29.0% |
| 1Y | -22.5% | +41.1% | -63.6% | -37.3% |
| All | -22.5% | +44.0% | -66.5% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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