+142.1%
WEC vs LEN
+103.6%
+38.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.8% | -0.3% |
| 7D | -1.3% | -7.8% | +6.5% | -0.3% |
| 30D | -0.4% | -11.0% | +10.6% | +1.0% |
| 3M | -6.8% | -12.8% | +6.0% | -5.4% |
| 6M | -6.4% | -20.2% | +13.8% | -4.1% |
| YTD | +2.5% | -23.0% | +25.5% | +5.3% |
| 1Y | -0.4% | -41.8% | +41.4% | +5.9% |
| 3Y | +38.5% | -28.8% | +67.3% | +41.5% |
| 5Y | +31.7% | -12.6% | +44.3% | +28.7% |
| All | +142.1% | +103.6% | +38.5% | +101.2% |
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