+3,978.4%
WEC vs LEN
+10,533.4%
-6,555.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -0.3% | -3.2% | +2.9% | 0.0% |
| 30D | -1.3% | -4.9% | +3.6% | -0.9% |
| 3M | -3.9% | -8.5% | +4.6% | -3.3% |
| 6M | -8.3% | -20.7% | +12.3% | -6.7% |
| YTD | +3.1% | -17.4% | +20.5% | +4.4% |
| 1Y | +1.9% | -38.2% | +40.2% | +5.7% |
| 3Y | +41.9% | -24.9% | +66.8% | +43.6% |
| 5Y | +30.8% | -11.4% | +42.2% | +29.3% |
| 10Y | +141.9% | +110.0% | +31.9% | +116.4% |
| All | +3,978.4% | +10,533.4% | -6,555.0% | +2,571.2% |
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