+356.5%
WELL vs LEN
+103.7%
+252.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -1.1% | -3.4% | +2.2% | -0.1% |
| 30D | +0.7% | -5.7% | +6.4% | +2.4% |
| 3M | +14.5% | -12.2% | +26.7% | +18.5% |
| 6M | +14.4% | -18.3% | +32.7% | +20.6% |
| YTD | +28.5% | -20.2% | +48.7% | +35.5% |
| 1Y | +41.8% | -40.1% | +81.8% | +63.8% |
| 3Y | +202.8% | -26.2% | +229.0% | +208.6% |
| 5Y | +208.8% | -9.8% | +218.6% | +178.7% |
| 10Y | +356.5% | +109.1% | +247.4% | +164.3% |
| All | +356.5% | +103.7% | +252.8% | +164.3% |
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