+42.8%
WBD vs LEN
+130.6%
-87.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +2.9% | +4.5% |
| 7D | -13.9% | +2.0% | -15.9% | -14.4% |
| 30D | -7.6% | +6.9% | -14.5% | -9.0% |
| 3M | -28.3% | -0.6% | -27.6% | -28.2% |
| 6M | -22.3% | +7.7% | -30.1% | -24.0% |
| YTD | +6.9% | +36.9% | -30.0% | -1.5% |
| 1Y | -6.2% | +40.1% | -46.3% | -14.1% |
| 3Y | -55.8% | +69.2% | -125.0% | -62.3% |
| 5Y | -69.3% | +208.2% | -277.5% | -78.2% |
| 10Y | -76.8% | +307.5% | -384.3% | -84.7% |
| All | +42.8% | +130.6% | -87.8% | -22.2% |
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