+10,331.5%
LEN vs WST
+12,330.1%
-1,998.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -3.2% | +0.7% | -3.9% | -3.5% |
| 30D | -4.9% | -3.1% | -1.7% | -3.7% |
| 3M | -8.5% | +7.2% | -15.7% | -11.4% |
| 6M | -20.7% | +36.8% | -57.5% | -31.2% |
| YTD | -17.4% | +23.8% | -41.3% | -25.7% |
| 1Y | -38.2% | +37.8% | -76.0% | -47.2% |
| 3Y | -24.9% | -15.9% | -9.0% | -29.6% |
| 5Y | -11.4% | -25.8% | +14.4% | -15.1% |
| 10Y | +110.0% | +319.6% | -209.6% | -19.1% |
| All | +10,331.5% | +12,330.1% | -1,998.6% | +1,118.2% |
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