+26.3%
WAT vs LEN
-27.0%
+53.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.1% | +1.0% |
| 7D | +3.4% | +0.7% | +2.7% | +3.2% |
| 30D | +9.6% | +13.0% | -3.4% | +5.7% |
| 3M | +15.5% | +1.9% | +13.6% | +14.5% |
| 6M | +33.9% | -0.7% | +34.6% | +33.1% |
| YTD | +25.2% | -13.8% | +39.0% | +27.6% |
| 1Y | +26.3% | -28.1% | +54.4% | +37.2% |
| All | +26.3% | -27.0% | +53.3% | +37.2% |
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