-7.4%
LEN vs WWD
+188.4%
-195.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.7% | -5.5% |
| 7D | +0.7% | +0.4% | +0.2% | +0.4% |
| 30D | +13.0% | -0.4% | +13.4% | +12.6% |
| 3M | +1.9% | -6.1% | +8.0% | +3.4% |
| 6M | -0.7% | -9.5% | +8.8% | +1.6% |
| YTD | -13.8% | +10.8% | -24.6% | -18.3% |
| 1Y | -28.1% | +23.5% | -51.6% | -34.6% |
| 3Y | -22.8% | +151.3% | -174.1% | -49.8% |
| 5Y | -7.4% | +187.8% | -195.2% | -45.1% |
| All | -7.4% | +188.4% | -195.7% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling