+822.0%
WDC vs LEN
-23.4%
+845.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.4% | +8.7% | +8.4% |
| 7D | -3.2% | -6.4% | +3.1% | -2.4% |
| 30D | -19.0% | +15.6% | -34.7% | -21.4% |
| 3M | -28.4% | -0.8% | -27.7% | -28.5% |
| 6M | -39.2% | +0.4% | -39.6% | -39.8% |
| YTD | +82.1% | -14.1% | +96.2% | +86.7% |
| 1Y | +84.7% | -29.6% | +114.3% | +97.3% |
| All | +822.0% | -23.4% | +845.4% | +813.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling