-5.1%
WAT vs LEN
-12.1%
+7.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.3% | 0.0% |
| 7D | -0.7% | -2.9% | +2.2% | +0.5% |
| 30D | -1.0% | -8.9% | +7.9% | +2.7% |
| 3M | +10.9% | -10.9% | +21.8% | +15.5% |
| 6M | +33.2% | -19.7% | +52.8% | +44.3% |
| YTD | +6.1% | -20.6% | +26.7% | +14.6% |
| 1Y | +30.2% | -42.4% | +72.7% | +60.6% |
| 3Y | +52.9% | -26.5% | +79.4% | +63.5% |
| 5Y | -5.1% | -10.9% | +5.8% | -12.6% |
| All | -5.1% | -12.1% | +7.0% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling