+12,123.5%
WAT vs LEN
+3,006.1%
+9,117.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.3% | -1.2% |
| 7D | +2.0% | -8.7% | +10.8% | +3.9% |
| 30D | +7.7% | +11.6% | -3.9% | +4.9% |
| 3M | +11.1% | -1.3% | +12.3% | +10.7% |
| 6M | +31.2% | -1.4% | +32.7% | +30.5% |
| YTD | +21.7% | -16.9% | +38.6% | +24.9% |
| 1Y | +19.3% | -31.2% | +50.5% | +27.1% |
| 3Y | +80.6% | -25.6% | +106.2% | +88.1% |
| 5Y | +29.5% | -13.3% | +42.8% | +29.6% |
| 10Y | +225.3% | +138.4% | +86.9% | +155.4% |
| All | +12,123.5% | +3,006.1% | +9,117.4% | +4,367.6% |
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 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