+292.2%
WAB vs LEN
+108.0%
+184.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.3% |
| 7D | +0.1% | -4.8% | +4.9% | +1.7% |
| 30D | -4.1% | -6.6% | +2.5% | -2.1% |
| 3M | +8.2% | -15.7% | +23.8% | +13.8% |
| 6M | +15.4% | -16.6% | +32.0% | +21.4% |
| YTD | +33.1% | -21.3% | +54.5% | +42.2% |
| 1Y | +48.1% | -42.0% | +90.1% | +73.8% |
| 3Y | +167.7% | -27.9% | +195.6% | +182.2% |
| 5Y | +225.7% | -10.7% | +236.4% | +209.5% |
| All | +292.2% | +108.0% | +184.2% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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