+328.7%
WM vs LEN
+166.0%
+162.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.3% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | +13.3% | +19.4% | -6.1% | +10.2% |
| 3M | +4.4% | +4.5% | -0.1% | +3.4% |
| 6M | +10.8% | +4.9% | +5.9% | +9.3% |
| YTD | +9.1% | -8.9% | +18.0% | +9.5% |
| 1Y | +19.1% | -23.0% | +42.1% | +22.7% |
| 3Y | +45.7% | -16.7% | +62.4% | +44.5% |
| 5Y | +60.4% | -4.5% | +64.9% | +51.7% |
| 10Y | +328.7% | +162.2% | +166.6% | +225.6% |
| All | +328.7% | +166.0% | +162.7% | +225.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling