+4,666.7%
WMB vs LEN
+11,263.3%
-6,596.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.5% |
| 7D | -13.8% | +2.1% | -15.9% | -14.6% |
| 30D | -10.3% | +16.6% | -26.9% | -14.4% |
| 3M | -10.1% | +5.3% | -15.4% | -12.4% |
| 6M | -11.8% | -0.8% | -11.1% | -13.3% |
| YTD | +8.9% | -11.7% | +20.7% | +9.5% |
| 1Y | +14.0% | -24.6% | +38.6% | +19.0% |
| 3Y | +100.5% | -18.7% | +119.2% | +98.1% |
| 5Y | +179.5% | -4.4% | +183.9% | +156.1% |
| 10Y | +272.7% | +152.2% | +120.6% | +144.9% |
| All | +4,666.7% | +11,263.3% | -6,596.6% | +1,588.8% |
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