+4,092.2%
WAB vs LEN
+3,228.5%
+863.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.0% |
| 7D | -3.2% | -3.2% | 0.0% | -2.3% |
| 30D | -4.4% | -4.9% | +0.5% | -3.2% |
| 3M | +7.9% | -8.5% | +16.4% | +10.3% |
| 6M | +8.7% | -20.7% | +29.4% | +15.6% |
| YTD | +33.0% | -17.4% | +50.4% | +39.3% |
| 1Y | +46.7% | -38.2% | +84.9% | +66.4% |
| 3Y | +153.0% | -24.9% | +177.9% | +164.3% |
| 5Y | +222.3% | -11.4% | +233.7% | +214.0% |
| 10Y | +291.0% | +110.0% | +181.0% | +174.9% |
| All | +4,092.2% | +3,228.5% | +863.7% | +1,170.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling