+68.0%
LIN vs W
-55.2%
+123.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.2% | +7.6% | -0.2% |
| 7D | +3.6% | -5.6% | +9.2% | +3.9% |
| 30D | +6.4% | +7.5% | -1.1% | +5.8% |
| 3M | +6.5% | +5.4% | +1.1% | +5.9% |
| 6M | +4.9% | +79.4% | -74.5% | +0.2% |
| YTD | +23.4% | +12.9% | +10.5% | +21.0% |
| 1Y | +26.3% | +12.4% | +13.9% | +23.6% |
| 3Y | +38.0% | +128.5% | -90.5% | +23.7% |
| 5Y | +68.0% | -54.0% | +121.9% | +52.5% |
| All | +68.0% | -55.2% | +123.2% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling