+296.4%
WBD vs LEN
+63.9%
+232.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.4% | +0.6% |
| 7D | -0.7% | -2.9% | +2.2% | 0.0% |
| 30D | +5.0% | -8.9% | +13.9% | +7.5% |
| 3M | +6.2% | -10.9% | +17.1% | +8.9% |
| 6M | +0.6% | -19.7% | +20.3% | +5.6% |
| YTD | -2.4% | -20.6% | +18.2% | +2.2% |
| 1Y | +127.7% | -42.4% | +170.1% | +158.9% |
| 3Y | +148.4% | -26.5% | +175.0% | +163.1% |
| 5Y | +4.2% | -10.9% | +15.2% | +4.3% |
| 10Y | +10.8% | +100.6% | -89.8% | -15.0% |
| All | +296.4% | +63.9% | +232.4% | +130.4% |
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