-12.6%
LEN vs WSM
+171.2%
-183.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.9% | -2.9% |
| 7D | -7.8% | +0.4% | -8.2% | -7.9% |
| 30D | -11.0% | -10.7% | -0.3% | -7.2% |
| 3M | -12.8% | +8.5% | -21.3% | -15.3% |
| 6M | -20.2% | +19.6% | -39.8% | -25.3% |
| YTD | -23.0% | +26.6% | -49.6% | -29.6% |
| 1Y | -41.8% | +12.0% | -53.8% | -44.6% |
| 3Y | -28.8% | +226.6% | -255.5% | -58.3% |
| 5Y | -12.6% | +174.1% | -186.7% | -50.7% |
| All | -12.6% | +171.2% | -183.8% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling