+170.9%
WAB vs LEN
-25.9%
+196.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.6% |
| 7D | +1.7% | -2.9% | +4.5% | +2.4% |
| 30D | -2.4% | -8.9% | +6.4% | -0.1% |
| 3M | +9.7% | -10.9% | +20.6% | +12.6% |
| 6M | +16.5% | -19.7% | +36.2% | +22.4% |
| YTD | +33.7% | -20.6% | +54.3% | +40.5% |
| 1Y | +49.7% | -42.4% | +92.1% | +69.8% |
| 3Y | +170.9% | -26.5% | +197.5% | +171.4% |
| All | +170.9% | -25.9% | +196.9% | +171.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling