+59.7%
WM vs LEN
-4.6%
+64.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.8% |
| 7D | +1.2% | +2.1% | -0.9% | +1.0% |
| 30D | +13.1% | +16.6% | -3.5% | +11.4% |
| 3M | +3.6% | +5.3% | -1.7% | +2.9% |
| 6M | +8.1% | -0.8% | +8.8% | +7.7% |
| YTD | +8.9% | -11.7% | +20.6% | +9.5% |
| 1Y | +20.3% | -24.6% | +44.9% | +22.9% |
| 3Y | +46.2% | -18.7% | +64.8% | +44.4% |
| All | +59.7% | -4.6% | +64.4% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling