+608.2%
WDC vs LEN
-7.9%
+616.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.4% | +8.7% | +8.5% |
| 7D | -3.2% | -6.4% | +3.1% | -1.3% |
| 30D | -19.0% | +15.6% | -34.7% | -23.5% |
| 3M | -28.4% | -0.8% | -27.7% | -29.2% |
| 6M | -39.2% | +0.4% | -39.6% | -40.8% |
| YTD | +82.1% | -14.1% | +96.2% | +87.1% |
| 1Y | +84.7% | -29.6% | +114.3% | +103.6% |
| 3Y | +825.6% | -23.1% | +848.8% | +814.6% |
| 5Y | +608.2% | -8.9% | +617.0% | +493.9% |
| All | +608.2% | -7.9% | +616.1% | +493.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling