+10,726.6%
WAT vs LEN
+2,986.0%
+7,740.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -1.3% | -3.2% | +1.9% | -0.6% |
| 30D | +2.3% | -4.9% | +7.2% | +3.3% |
| 3M | +8.7% | -8.5% | +17.2% | +10.5% |
| 6M | +28.3% | -20.7% | +49.0% | +34.1% |
| YTD | +7.8% | -17.4% | +25.2% | +11.4% |
| 1Y | +36.6% | -38.2% | +74.8% | +49.5% |
| 3Y | +45.7% | -24.9% | +70.5% | +52.3% |
| 5Y | -3.3% | -11.4% | +8.1% | -3.1% |
| 10Y | +162.1% | +110.0% | +52.1% | +111.8% |
| All | +10,726.6% | +2,986.0% | +7,740.6% | +3,885.6% |
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