+103.0%
LEN vs WSM
+1,071.8%
-968.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.8% |
| 7D | -4.8% | -0.5% | -4.2% | -4.6% |
| 30D | -6.6% | -7.7% | +1.1% | -3.7% |
| 3M | -15.7% | +3.8% | -19.4% | -16.8% |
| 6M | -16.6% | +22.7% | -39.3% | -22.7% |
| YTD | -21.3% | +28.0% | -49.4% | -28.5% |
| 1Y | -42.0% | +12.7% | -54.8% | -45.0% |
| 3Y | -27.9% | +231.3% | -259.2% | -57.7% |
| 5Y | -10.7% | +177.2% | -187.9% | -46.5% |
| All | +103.0% | +1,071.8% | -968.7% | -37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling