+1,359.8%
WDC vs LEN
-25.9%
+1,385.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.8% | +6.0% | +2.9% |
| 7D | +6.0% | -2.9% | +8.9% | +6.6% |
| 30D | +9.9% | -8.9% | +18.8% | +12.0% |
| 3M | -9.4% | -10.9% | +1.5% | -7.6% |
| 6M | +94.7% | -19.7% | +114.4% | +103.4% |
| YTD | +177.4% | -20.6% | +197.9% | +189.8% |
| 1Y | +412.6% | -42.4% | +455.0% | +477.0% |
| 3Y | +1,359.8% | -26.5% | +1,386.3% | +1,394.9% |
| All | +1,359.8% | -25.9% | +1,385.7% | +1,394.9% |
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