-0.4%
LEN vs WSM
+44.7%
-45.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -1.0% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | +13.7% | +5.1% | +8.6% | +9.9% |
| 3M | -3.9% | +5.1% | -9.0% | -7.0% |
| 6M | -0.4% | +48.6% | -49.0% | -23.2% |
| All | -0.4% | +44.7% | -45.0% | -23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling