+431.5%
LIN vs W
+212.4%
+219.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +2.1% | +0.2% | +1.9% | +2.1% |
| 30D | +6.8% | +6.8% | 0.0% | +6.0% |
| 3M | +10.4% | +10.7% | -0.3% | +9.1% |
| 6M | +3.2% | +86.3% | -83.2% | -3.4% |
| YTD | +24.6% | +11.5% | +13.1% | +21.1% |
| 1Y | +24.4% | +5.1% | +19.3% | +21.4% |
| 3Y | +36.7% | +171.0% | -134.2% | +16.1% |
| 5Y | +67.0% | -56.6% | +123.6% | +58.8% |
| All | +431.5% | +212.4% | +219.1% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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