+412.1%
LIN vs W
+228.8%
+183.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.6% |
| 7D | +2.0% | +1.1% | +0.9% | +1.8% |
| 30D | +7.9% | +6.4% | +1.5% | +7.1% |
| 3M | +6.3% | +9.0% | -2.7% | +5.2% |
| 6M | +6.5% | +69.8% | -63.3% | +0.5% |
| YTD | +23.6% | +12.1% | +11.5% | +20.1% |
| 1Y | +25.7% | 0.0% | +25.7% | +23.2% |
| 3Y | +35.6% | +160.3% | -124.7% | +15.6% |
| 5Y | +65.9% | -53.3% | +119.2% | +56.3% |
| 10Y | +412.1% | +217.0% | +195.1% | +245.7% |
| All | +412.1% | +228.8% | +183.3% | +245.7% |
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