+14.1%
WFC vs LEN
-40.6%
+54.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.9% |
| 7D | +0.4% | -3.4% | +3.8% | +0.8% |
| 30D | +2.5% | -5.7% | +8.1% | +3.1% |
| 3M | +10.0% | -12.2% | +22.2% | +11.4% |
| 6M | +15.1% | -18.3% | +33.3% | +16.5% |
| YTD | -2.2% | -20.2% | +18.0% | -2.1% |
| All | +14.1% | -40.6% | +54.7% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling