+417.4%
WDC vs LEN
-37.1%
+454.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.0% | +6.9% | +5.9% |
| 7D | +1.7% | -3.2% | +4.9% | +2.0% |
| 30D | -10.0% | -4.9% | -5.1% | -9.5% |
| 3M | -18.8% | -8.5% | -10.3% | -17.6% |
| 6M | +79.0% | -20.7% | +99.7% | +82.0% |
| YTD | +171.6% | -17.4% | +189.0% | +179.7% |
| 1Y | +417.4% | -38.2% | +455.6% | +422.3% |
| All | +417.4% | -37.1% | +454.5% | +422.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling