+313.2%
WMB vs LEN
+103.7%
+209.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | 0.0% | -3.4% | +3.4% | +0.7% |
| 30D | +4.6% | -5.7% | +10.2% | +5.8% |
| 3M | +5.7% | -12.2% | +18.0% | +8.3% |
| 6M | +4.2% | -18.3% | +22.5% | +8.1% |
| YTD | +26.8% | -20.2% | +47.0% | +31.7% |
| 1Y | +34.7% | -40.1% | +74.7% | +49.4% |
| 3Y | +146.8% | -26.2% | +173.0% | +148.8% |
| 5Y | +285.0% | -9.8% | +294.8% | +253.0% |
| 10Y | +313.2% | +109.1% | +204.0% | +168.7% |
| All | +313.2% | +103.7% | +209.5% | +168.7% |
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