+591.8%
LIN vs SW
+755.0%
-163.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.0% |
| 7D | -2.1% | -5.1% | +3.0% | -1.9% |
| 30D | -2.4% | -4.6% | +2.2% | -2.2% |
| 3M | -5.6% | +9.4% | -15.0% | -6.0% |
| 6M | -3.4% | +3.5% | -6.9% | -3.7% |
| YTD | +13.1% | +22.0% | -8.9% | +11.8% |
| 1Y | +2.5% | +2.2% | +0.3% | +2.0% |
| 3Y | +27.6% | +19.6% | +8.0% | +25.6% |
| 5Y | +63.0% | -2.3% | +65.4% | +59.9% |
| 10Y | +359.3% | +181.4% | +177.9% | +338.6% |
| All | +591.8% | +755.0% | -163.2% | +580.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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