+417.5%
LIN vs GWW
+699.0%
-281.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +0.2% | +6.0% | -5.8% | -1.8% |
| 30D | +6.5% | +14.0% | -7.6% | +1.7% |
| 3M | +5.5% | +12.5% | -7.1% | +1.1% |
| 6M | +3.3% | +23.6% | -20.3% | -4.6% |
| YTD | +22.0% | +43.6% | -21.6% | +6.2% |
| 1Y | +25.7% | +52.5% | -26.7% | +7.0% |
| 3Y | +36.2% | +92.6% | -56.3% | +4.8% |
| 5Y | +66.1% | +219.0% | -153.0% | +4.4% |
| All | +417.5% | +699.0% | -281.5% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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