-25.6%
LEN vs WST
+24.3%
-49.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -5.8% | +4.2% | -10.0% | -6.2% |
| 30D | +13.7% | +11.2% | +2.5% | +12.3% |
| 3M | -3.9% | +20.4% | -24.2% | -6.0% |
| 6M | -0.4% | +37.9% | -38.3% | -4.2% |
| YTD | -16.8% | +51.8% | -68.6% | -21.2% |
| 1Y | -29.5% | +56.6% | -86.1% | -33.4% |
| 3Y | -25.6% | +24.2% | -49.8% | -35.0% |
| All | -25.6% | +24.3% | -49.9% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling