+167.9%
WAT vs LEN
+103.7%
+64.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -1.8% | -3.4% | +1.6% | -0.8% |
| 30D | -1.7% | -5.7% | +4.0% | 0.0% |
| 3M | +9.1% | -12.2% | +21.3% | +13.0% |
| 6M | +32.4% | -18.3% | +50.7% | +39.8% |
| YTD | +6.6% | -20.2% | +26.8% | +12.9% |
| 1Y | +34.7% | -40.1% | +74.8% | +54.9% |
| 3Y | +53.6% | -26.2% | +79.8% | +64.2% |
| 5Y | -4.1% | -9.8% | +5.8% | -5.0% |
| 10Y | +167.9% | +109.1% | +58.7% | +108.7% |
| All | +167.9% | +103.7% | +64.1% | +108.7% |
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