+128.3%
WFC vs LEN
-10.6%
+138.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.8% |
| 7D | +0.4% | -3.4% | +3.8% | +1.2% |
| 30D | +2.5% | -5.7% | +8.1% | +3.7% |
| 3M | +10.0% | -12.2% | +22.2% | +12.7% |
| 6M | +15.1% | -18.3% | +33.3% | +19.5% |
| YTD | -2.2% | -20.2% | +18.0% | +1.5% |
| 1Y | +13.5% | -40.1% | +53.5% | +25.6% |
| 3Y | +135.2% | -26.2% | +161.4% | +135.8% |
| 5Y | +128.3% | -9.8% | +138.2% | +106.2% |
| All | +128.3% | -10.6% | +138.9% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling