+10,331.5%
LEN vs WSM
+34,755.7%
-24,424.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.7% |
| 7D | -3.2% | -3.3% | +0.1% | -2.2% |
| 30D | -4.9% | -8.4% | +3.5% | -2.2% |
| 3M | -8.5% | +9.7% | -18.1% | -11.1% |
| 6M | -20.7% | +16.7% | -37.3% | -24.3% |
| YTD | -17.4% | +28.7% | -46.1% | -23.8% |
| 1Y | -38.2% | +13.7% | -51.9% | -41.0% |
| 3Y | -24.9% | +230.1% | -255.0% | -51.2% |
| 5Y | -11.4% | +179.0% | -190.4% | -41.2% |
| 10Y | +110.0% | +1,002.5% | -892.5% | -15.7% |
| All | +10,331.5% | +34,755.7% | -24,424.2% | +2,058.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling