+4,918.1%
WMB vs LEN
+10,996.9%
-6,078.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.4% | +6.9% | +2.9% |
| 7D | -6.9% | +0.7% | -7.6% | -7.3% |
| 30D | -7.2% | +13.0% | -20.2% | -10.8% |
| 3M | -5.4% | +1.9% | -7.3% | -7.1% |
| 6M | -4.9% | -0.7% | -4.2% | -6.5% |
| YTD | +14.7% | -13.8% | +28.5% | +16.0% |
| 1Y | +14.7% | -28.1% | +42.8% | +21.2% |
| 3Y | +116.4% | -22.8% | +139.2% | +116.7% |
| 5Y | +198.5% | -7.4% | +205.9% | +175.7% |
| 10Y | +266.3% | +143.7% | +122.6% | +142.7% |
| All | +4,918.1% | +10,996.9% | -6,078.8% | +1,687.7% |
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 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