+108.1%
LEN vs WST
+326.7%
-218.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.2% | -3.7% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | -8.9% | -4.6% | -4.2% | -7.7% |
| 3M | -10.9% | +5.7% | -16.6% | -12.5% |
| 6M | -19.7% | +37.6% | -57.2% | -27.2% |
| YTD | -20.6% | +23.0% | -43.6% | -25.9% |
| 1Y | -42.4% | +33.8% | -76.3% | -47.7% |
| 3Y | -26.5% | -13.4% | -13.2% | -29.1% |
| 5Y | -10.9% | -27.0% | +16.0% | -11.3% |
| All | +108.1% | +326.7% | -218.6% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling