+231.8%
WAT vs LEN
+147.0%
+84.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.1% | +1.3% |
| 7D | +3.4% | +0.7% | +2.7% | +3.1% |
| 30D | +9.6% | +13.0% | -3.4% | +5.1% |
| 3M | +15.5% | +1.9% | +13.6% | +13.8% |
| 6M | +33.9% | -0.7% | +34.6% | +32.4% |
| YTD | +25.2% | -13.8% | +39.0% | +28.4% |
| 1Y | +26.3% | -28.1% | +54.4% | +36.5% |
| 3Y | +85.8% | -22.8% | +108.7% | +94.2% |
| 5Y | +35.3% | -7.4% | +42.6% | +31.4% |
| 10Y | +231.8% | +143.7% | +88.1% | +151.6% |
| All | +231.8% | +147.0% | +84.8% | +151.6% |
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