+4,422.7%
WEC vs LEN
+10,602.5%
-6,179.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.3% |
| 7D | -0.7% | -8.7% | +8.0% | +0.1% |
| 30D | +11.0% | +11.6% | -0.6% | +9.8% |
| 3M | +8.6% | -1.3% | +9.9% | +8.5% |
| 6M | +6.2% | -1.4% | +7.6% | +6.0% |
| YTD | +14.3% | -16.9% | +31.2% | +15.5% |
| 1Y | +8.4% | -31.2% | +39.5% | +11.2% |
| 3Y | +62.9% | -25.6% | +88.4% | +64.7% |
| 5Y | +55.8% | -13.3% | +69.1% | +54.1% |
| 10Y | +193.2% | +138.4% | +54.8% | +159.3% |
| All | +4,422.7% | +10,602.5% | -6,179.9% | +2,856.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling