+61.9%
LIN vs GWW
+224.0%
-162.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.2% |
| 7D | -2.1% | +1.4% | -3.5% | -2.6% |
| 30D | -2.4% | +3.3% | -5.7% | -3.5% |
| 3M | -5.6% | +2.9% | -8.5% | -6.8% |
| 6M | -3.4% | +15.8% | -19.2% | -8.7% |
| YTD | +13.1% | +32.0% | -18.9% | +1.5% |
| 1Y | +2.5% | +29.9% | -27.4% | -7.7% |
| 3Y | +27.6% | +91.1% | -63.5% | -3.4% |
| All | +61.9% | +224.0% | -162.2% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling