+10,403.1%
LEN vs WSM
+38,954.9%
-28,551.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.4% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | +13.7% | +5.1% | +8.6% | +12.1% |
| 3M | -3.9% | +5.1% | -9.0% | -5.3% |
| 6M | -0.4% | +48.6% | -49.0% | -12.0% |
| YTD | -16.8% | +44.2% | -61.0% | -26.0% |
| 1Y | -29.5% | +38.1% | -67.6% | -36.4% |
| 3Y | -25.6% | +257.2% | -282.8% | -52.6% |
| 5Y | -13.2% | +165.1% | -178.3% | -41.3% |
| 10Y | +138.5% | +1,123.6% | -985.1% | -7.2% |
| All | +10,403.1% | +38,954.9% | -28,551.8% | +1,998.0% |
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