+11,047.5%
LEN vs WST
+14,518.0%
-3,470.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.9% |
| 7D | +2.1% | -3.1% | +5.2% | +3.3% |
| 30D | +16.6% | +9.1% | +7.5% | +12.3% |
| 3M | +5.3% | +14.7% | -9.4% | -0.8% |
| 6M | -0.8% | +28.0% | -28.8% | -11.2% |
| YTD | -11.7% | +45.6% | -57.4% | -26.0% |
| 1Y | -24.6% | +45.7% | -70.3% | -36.8% |
| 3Y | -18.7% | +21.1% | -39.8% | -35.4% |
| 5Y | -4.4% | +0.3% | -4.7% | -19.7% |
| 10Y | +152.2% | +449.0% | -296.8% | -13.9% |
| All | +11,047.5% | +14,518.0% | -3,470.5% | +1,114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling