+642.9%
WDC vs LEN
+136.9%
+505.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | +12.1% | -5.8% | +17.9% | +14.6% |
| 30D | -18.8% | +13.7% | -32.5% | -23.8% |
| 3M | -39.3% | -3.9% | -35.4% | -39.6% |
| 6M | -40.1% | -0.4% | -39.8% | -42.1% |
| YTD | +71.8% | -16.8% | +88.6% | +78.2% |
| 1Y | +88.5% | -29.5% | +118.0% | +107.7% |
| 3Y | +770.0% | -25.6% | +795.6% | +790.6% |
| 5Y | +549.0% | -13.2% | +562.3% | +497.6% |
| All | +642.9% | +136.9% | +505.9% | +298.0% |
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 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