+26,336.4%
WM vs LEN
+10,533.4%
+15,803.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 6M | -9.5% | -20.7% | +11.2% | -7.0% |
| YTD | +0.5% | -17.4% | +17.9% | +2.5% |
| 1Y | -1.1% | -38.2% | +37.2% | +5.0% |
| 3Y | +46.0% | -24.9% | +70.9% | +48.1% |
| 5Y | +51.8% | -11.4% | +63.3% | +47.8% |
| 10Y | +307.5% | +110.0% | +197.5% | +234.2% |
| All | +26,336.4% | +10,533.4% | +15,803.0% | +12,652.2% |
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 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