+222.9%
WAB vs LEN
-10.6%
+233.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | +0.2% | -3.4% | +3.6% | +1.3% |
| 30D | -4.6% | -5.7% | +1.1% | -2.9% |
| 3M | +5.6% | -12.2% | +17.9% | +9.5% |
| 6M | +13.8% | -18.3% | +32.1% | +20.3% |
| YTD | +31.9% | -20.2% | +52.1% | +39.8% |
| 1Y | +48.3% | -40.1% | +88.3% | +71.4% |
| 3Y | +167.1% | -26.2% | +193.3% | +173.9% |
| 5Y | +222.9% | -9.8% | +232.7% | +191.8% |
| All | +222.9% | -10.6% | +233.5% | +191.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling