+12,506.9%
WAT vs LEN
+3,303.4%
+9,203.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.0% | +3.5% |
| 7D | +6.0% | +0.6% | +5.4% | +5.8% |
| 30D | +9.9% | +19.4% | -9.5% | +5.6% |
| 3M | +17.2% | +4.5% | +12.6% | +15.4% |
| 6M | +34.2% | +4.9% | +29.3% | +31.8% |
| YTD | +25.5% | -8.9% | +34.4% | +26.5% |
| 1Y | +28.3% | -23.0% | +51.2% | +33.6% |
| 3Y | +88.4% | -16.7% | +105.1% | +91.8% |
| 5Y | +36.1% | -4.5% | +40.6% | +33.6% |
| 10Y | +234.8% | +162.2% | +72.7% | +158.0% |
| All | +12,506.9% | +3,303.4% | +9,203.6% | +4,424.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling