+1,188.5%
WDC vs LEN
+108.0%
+1,080.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.9% |
| 7D | -4.3% | -4.8% | +0.5% | -2.5% |
| 30D | -1.5% | -6.6% | +5.1% | +0.9% |
| 3M | -15.5% | -15.7% | +0.2% | -10.9% |
| 6M | +66.5% | -16.6% | +83.1% | +76.4% |
| YTD | +159.9% | -21.3% | +181.2% | +180.4% |
| 1Y | +366.0% | -42.0% | +408.0% | +463.9% |
| 3Y | +1,285.8% | -27.9% | +1,313.7% | +1,356.8% |
| 5Y | +925.6% | -10.7% | +936.3% | +848.3% |
| All | +1,188.5% | +108.0% | +1,080.5% | +659.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling