+34.7%
WAT vs LEN
-41.8%
+76.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -1.8% | -3.4% | +1.6% | -0.7% |
| 30D | -1.7% | -5.7% | +4.0% | 0.0% |
| 3M | +9.1% | -12.2% | +21.3% | +13.2% |
| 6M | +32.4% | -18.3% | +50.7% | +39.3% |
| YTD | +6.6% | -20.2% | +26.8% | +11.9% |
| 1Y | +34.7% | -40.1% | +74.8% | +57.7% |
| All | +34.7% | -41.8% | +76.5% | +57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling