+8,268.7%
WFC vs LEN
+10,996.9%
-2,728.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +2.1% |
| 7D | +0.9% | +0.7% | +0.2% | +0.5% |
| 30D | +3.3% | +13.0% | -9.7% | -1.4% |
| 3M | -1.4% | +1.9% | -3.3% | -3.1% |
| 6M | +14.7% | -0.7% | +15.4% | +13.0% |
| YTD | -5.9% | -13.8% | +7.9% | -3.8% |
| 1Y | +1.8% | -28.1% | +29.9% | +10.4% |
| 3Y | +124.9% | -22.8% | +147.7% | +129.3% |
| 5Y | +92.7% | -7.4% | +100.1% | +78.2% |
| 10Y | +118.2% | +143.7% | -25.5% | +29.8% |
| All | +8,268.7% | +10,996.9% | -2,728.3% | +1,508.2% |
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 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