+197.9%
WEC vs LEN
+136.9%
+61.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.3% | -5.8% | +8.1% | +3.1% |
| 30D | +11.1% | +13.7% | -2.6% | +9.2% |
| 3M | +8.4% | -3.9% | +12.3% | +8.7% |
| 6M | +7.5% | -0.4% | +7.9% | +7.0% |
| YTD | +15.3% | -16.8% | +32.2% | +17.1% |
| 1Y | +9.7% | -29.5% | +39.2% | +13.6% |
| 3Y | +64.7% | -25.6% | +90.3% | +67.1% |
| 5Y | +57.3% | -13.2% | +70.5% | +53.7% |
| All | +197.9% | +136.9% | +61.0% | +141.4% |
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