+132.3%
LEN vs WWD
+442.7%
-310.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.3% |
| 7D | -8.7% | +8.2% | -16.9% | -12.0% |
| 30D | +11.6% | -0.2% | +11.7% | +10.7% |
| 3M | -1.3% | -8.4% | +7.1% | +1.7% |
| 6M | -1.4% | -9.5% | +8.1% | +1.4% |
| YTD | -16.9% | +10.1% | -26.9% | -22.9% |
| 1Y | -31.2% | +21.6% | -52.7% | -39.4% |
| 3Y | -25.6% | +149.6% | -175.2% | -56.9% |
| 5Y | -13.3% | +191.3% | -204.6% | -55.0% |
| All | +132.3% | +442.7% | -310.4% | -19.2% |
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