-63.8%
WBD vs LEN
+16.6%
-80.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +2.9% | +3.8% |
| 7D | -13.9% | +2.0% | -15.9% | -15.0% |
| 30D | -7.6% | +6.9% | -14.5% | -11.1% |
| 3M | -28.3% | -0.6% | -27.6% | -28.3% |
| 6M | -22.3% | +7.7% | -30.1% | -26.6% |
| YTD | +6.9% | +36.9% | -30.0% | -12.7% |
| 1Y | -6.2% | +40.1% | -46.3% | -24.6% |
| All | -63.8% | +16.6% | -80.4% | -74.0% |
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