+417.5%
LIN vs W
+238.4%
+179.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | +0.2% | -3.6% | +3.8% | +0.4% |
| 30D | +6.5% | +7.0% | -0.5% | +5.7% |
| 3M | +5.5% | +7.4% | -1.9% | +4.5% |
| 6M | +3.3% | +69.3% | -66.0% | -2.5% |
| YTD | +22.0% | +11.3% | +10.7% | +18.7% |
| 1Y | +25.7% | +13.2% | +12.5% | +21.8% |
| 3Y | +36.2% | +142.0% | -105.8% | +17.0% |
| 5Y | +66.1% | -54.6% | +120.7% | +57.0% |
| All | +417.5% | +238.4% | +179.1% | +245.6% |
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