-38.2%
LEN vs WSM
+19.9%
-58.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -2.1% |
| 7D | -3.2% | -3.3% | +0.1% | -1.5% |
| 30D | -4.9% | -8.4% | +3.5% | -0.4% |
| 3M | -8.5% | +9.7% | -18.1% | -12.5% |
| 6M | -20.7% | +16.7% | -37.3% | -27.1% |
| YTD | -17.4% | +28.7% | -46.1% | -26.8% |
| 1Y | -38.2% | +13.7% | -51.9% | -44.4% |
| All | -38.2% | +19.9% | -58.1% | -44.4% |
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