+306.4%
WM vs LEN
+109.8%
+196.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -0.3% | -3.2% | +2.9% | +0.2% |
| 30D | -2.4% | -4.9% | +2.5% | -1.7% |
| 3M | +0.4% | -8.5% | +8.9% | +1.5% |
| 6M | -9.5% | -20.7% | +11.2% | -6.7% |
| YTD | +0.5% | -17.4% | +17.9% | +2.7% |
| 1Y | -1.1% | -38.2% | +37.2% | +5.7% |
| 3Y | +46.0% | -24.9% | +70.9% | +47.3% |
| 5Y | +51.8% | -11.4% | +63.3% | +45.2% |
| All | +306.4% | +109.8% | +196.7% | +211.8% |
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