+9,930.9%
LEN vs WSM
+34,818.5%
-24,887.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.9% |
| 7D | -2.9% | +2.6% | -5.4% | -3.7% |
| 30D | -8.9% | -9.5% | +0.7% | -6.0% |
| 3M | -10.9% | +12.9% | -23.8% | -14.2% |
| 6M | -19.7% | +23.0% | -42.7% | -24.7% |
| YTD | -20.6% | +28.9% | -49.5% | -26.8% |
| 1Y | -42.4% | +13.7% | -56.1% | -45.0% |
| 3Y | -26.5% | +232.6% | -259.2% | -52.4% |
| 5Y | -10.9% | +185.9% | -196.8% | -41.3% |
| 10Y | +100.6% | +998.6% | -898.0% | -19.4% |
| All | +9,930.9% | +34,818.5% | -24,887.7% | +1,974.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling