+8,627.7%
WFC vs LEN
+10,533.4%
-1,905.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | +3.8% | -3.2% | +7.0% | +4.9% |
| 30D | +1.5% | -4.9% | +6.4% | +3.0% |
| 3M | +10.9% | -8.5% | +19.4% | +13.4% |
| 6M | +8.4% | -20.7% | +29.1% | +15.9% |
| YTD | -1.9% | -17.4% | +15.5% | +2.7% |
| 1Y | +12.3% | -38.2% | +50.6% | +28.9% |
| 3Y | +132.3% | -24.9% | +157.2% | +140.5% |
| 5Y | +130.1% | -11.4% | +141.5% | +117.4% |
| 10Y | +134.4% | +110.0% | +24.4% | +48.0% |
| All | +8,627.7% | +10,533.4% | -1,905.7% | +1,616.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling