+142.7%
WFC vs LEN
+103.6%
+39.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.7% |
| 7D | +0.3% | -7.8% | +8.0% | +2.5% |
| 30D | +2.3% | -11.0% | +13.3% | +5.5% |
| 3M | +9.8% | -12.8% | +22.5% | +13.3% |
| 6M | +15.6% | -20.2% | +35.8% | +21.9% |
| YTD | -2.4% | -23.0% | +20.6% | +3.3% |
| 1Y | +13.8% | -41.8% | +55.6% | +30.0% |
| 3Y | +134.6% | -28.8% | +163.4% | +143.3% |
| 5Y | +127.9% | -12.6% | +140.5% | +114.1% |
| All | +142.7% | +103.6% | +39.1% | +59.4% |
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