+336.4%
WM vs LEN
+148.4%
+188.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.6% |
| 7D | +1.2% | +2.1% | -0.9% | +0.8% |
| 30D | +13.1% | +16.6% | -3.5% | +10.4% |
| 3M | +3.6% | +5.3% | -1.7% | +2.5% |
| 6M | +8.1% | -0.8% | +8.8% | +7.6% |
| YTD | +8.9% | -11.7% | +20.6% | +9.9% |
| 1Y | +20.3% | -24.6% | +44.9% | +24.3% |
| 3Y | +46.2% | -18.7% | +64.8% | +45.5% |
| 5Y | +59.9% | -4.4% | +64.3% | +51.0% |
| All | +336.4% | +148.4% | +188.0% | +235.2% |
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 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