-26.9%
LEN vs WSM
+232.0%
-258.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -3.4% | +2.6% | -6.0% | -4.2% |
| 30D | -5.7% | -9.3% | +3.6% | -2.6% |
| 3M | -12.2% | +7.1% | -19.3% | -14.1% |
| 6M | -18.3% | +21.7% | -40.0% | -23.2% |
| YTD | -20.2% | +28.7% | -48.9% | -26.4% |
| 1Y | -40.1% | +13.9% | -53.9% | -42.9% |
| All | -26.9% | +232.0% | -258.8% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling