+8,268.6%
WFC vs LEN
+10,602.5%
-2,333.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.1% | +1.0% |
| 7D | +1.7% | -8.7% | +10.5% | +4.8% |
| 30D | +6.8% | +11.6% | -4.7% | +2.5% |
| 3M | -3.0% | -1.3% | -1.7% | -3.6% |
| 6M | +15.4% | -1.4% | +16.8% | +14.0% |
| YTD | -5.9% | -16.9% | +11.0% | -2.6% |
| 1Y | +1.7% | -31.2% | +32.8% | +11.8% |
| 3Y | +124.9% | -25.6% | +150.5% | +132.1% |
| 5Y | +90.5% | -13.3% | +103.7% | +80.1% |
| 10Y | +117.8% | +138.4% | -20.6% | +30.5% |
| All | +8,268.6% | +10,602.5% | -2,333.9% | +1,527.5% |
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 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