+36.1%
WAT vs LEN
-2.5%
+38.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.0% | +3.0% |
| 7D | +6.0% | +0.6% | +5.4% | +5.6% |
| 30D | +9.9% | +19.4% | -9.5% | +1.9% |
| 3M | +17.2% | +4.5% | +12.6% | +13.9% |
| 6M | +34.2% | +4.9% | +29.3% | +29.4% |
| YTD | +25.5% | -8.9% | +34.4% | +27.1% |
| 1Y | +28.3% | -23.0% | +51.2% | +39.1% |
| 3Y | +88.4% | -16.7% | +105.1% | +89.9% |
| 5Y | +36.1% | -4.5% | +40.6% | +20.7% |
| All | +36.1% | -2.5% | +38.6% | +20.7% |
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 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