+29,154.7%
WM vs LEN
+11,628.2%
+17,526.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.3% |
| 7D | +4.5% | +7.2% | -2.7% | +3.4% |
| 30D | +16.1% | +19.1% | -3.0% | +13.1% |
| 3M | +8.0% | +4.9% | +3.1% | +7.0% |
| 6M | +8.4% | +7.6% | +0.8% | +6.7% |
| YTD | +11.2% | -8.9% | +20.1% | +11.6% |
| 1Y | +22.3% | -22.7% | +45.0% | +25.6% |
| 3Y | +50.2% | -16.8% | +67.1% | +50.0% |
| 5Y | +63.3% | -1.4% | +64.6% | +56.2% |
| 10Y | +355.0% | +160.3% | +194.7% | +261.2% |
| All | +29,154.7% | +11,628.2% | +17,526.5% | +13,784.6% |
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 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