-22.5%
LEN vs WWD
+27.2%
-49.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.9% | +9.0% | +7.6% |
| 7D | +10.5% | +7.3% | +3.1% | +7.9% |
| 30D | +24.6% | -2.0% | +26.6% | +25.0% |
| 3M | +6.6% | -12.6% | +19.2% | +11.3% |
| 6M | +10.6% | -8.4% | +19.1% | +12.6% |
| YTD | -8.3% | +8.2% | -16.5% | -13.2% |
| 1Y | -22.5% | +26.5% | -49.0% | -31.9% |
| All | -22.5% | +27.2% | -49.7% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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