-22.5%
LEN vs WU
-18.0%
-4.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.4% | +1.6% | +5.7% |
| 7D | +10.5% | +8.2% | +2.3% | +8.4% |
| 30D | +24.6% | +8.0% | +16.6% | +22.4% |
| 3M | +6.6% | -6.6% | +13.3% | +7.6% |
| 6M | +10.6% | -23.3% | +33.9% | +14.6% |
| YTD | -8.3% | -22.4% | +14.1% | -6.1% |
| 1Y | -22.5% | -18.0% | -4.5% | -22.2% |
| All | -22.5% | -18.0% | -4.5% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling