+141.2%
LEN vs WU
-22.9%
+164.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.5% |
| 7D | -8.7% | -5.3% | -3.5% | -5.9% |
| 30D | +11.6% | +9.0% | +2.5% | +6.1% |
| 3M | -1.3% | -3.6% | +2.3% | +0.4% |
| 6M | -1.4% | -19.4% | +18.0% | +8.4% |
| YTD | -16.9% | -21.7% | +4.8% | -8.2% |
| 1Y | -31.2% | -16.1% | -15.0% | -27.1% |
| 3Y | -25.6% | -24.1% | -1.5% | -19.2% |
| 5Y | -13.3% | -44.1% | +30.9% | +8.5% |
| 10Y | +138.4% | -39.6% | +178.0% | +160.6% |
| All | +141.2% | -22.9% | +164.1% | +103.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling