+111.7%
WFC vs LEN
+136.8%
-25.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.1% | +0.8% |
| 7D | +1.7% | -8.7% | +10.5% | +4.2% |
| 30D | +6.8% | +11.6% | -4.7% | +3.4% |
| 3M | -3.0% | -1.3% | -1.7% | -3.4% |
| 6M | +15.4% | -1.4% | +16.8% | +14.3% |
| YTD | -5.9% | -16.9% | +11.0% | -3.1% |
| 1Y | +1.7% | -31.2% | +32.8% | +10.2% |
| 3Y | +124.9% | -25.6% | +150.5% | +129.6% |
| 5Y | +90.5% | -13.3% | +103.7% | +79.2% |
| All | +111.7% | +136.8% | -25.1% | +36.0% |
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