+3,169.8%
LEN vs WWD
+15,408.5%
-12,238.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | -3.2% | +1.3% | -4.5% | -3.7% |
| 30D | -4.9% | -7.2% | +2.3% | -1.9% |
| 3M | -8.5% | -3.8% | -4.7% | -7.6% |
| 6M | -20.7% | -9.9% | -10.7% | -17.8% |
| YTD | -17.4% | +14.8% | -32.2% | -23.8% |
| 1Y | -38.2% | +42.1% | -80.3% | -48.7% |
| 3Y | -24.9% | +170.8% | -195.7% | -55.5% |
| 5Y | -11.4% | +197.5% | -209.0% | -50.9% |
| 10Y | +110.0% | +477.8% | -367.8% | -19.5% |
| All | +3,169.8% | +15,408.5% | -12,238.7% | +484.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling