+98.7%
LEN vs WWD
+490.2%
-391.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.1% | -2.9% |
| 7D | -7.8% | -2.9% | -4.9% | -6.5% |
| 30D | -11.0% | -6.6% | -4.4% | -8.3% |
| 3M | -12.8% | -9.3% | -3.5% | -9.4% |
| 6M | -20.2% | -13.6% | -6.6% | -15.6% |
| YTD | -23.0% | +10.4% | -33.4% | -28.0% |
| 1Y | -41.8% | +39.9% | -81.7% | -51.9% |
| 3Y | -28.8% | +165.0% | -193.8% | -59.6% |
| 5Y | -12.6% | +183.8% | -196.4% | -53.7% |
| All | +98.7% | +490.2% | -391.5% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling