+88.4%
WAT vs LEN
-17.6%
+106.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.0% | +3.1% |
| 7D | +6.0% | +0.6% | +5.4% | +5.6% |
| 30D | +9.9% | +19.4% | -9.5% | +2.5% |
| 3M | +17.2% | +4.5% | +12.6% | +14.4% |
| 6M | +34.2% | +4.9% | +29.3% | +30.1% |
| YTD | +25.5% | -8.9% | +34.4% | +27.3% |
| 1Y | +28.3% | -23.0% | +51.2% | +39.2% |
| 3Y | +88.4% | -16.7% | +105.1% | +88.9% |
| All | +88.4% | -17.6% | +106.0% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling