+416.0%
LIN vs W
+214.9%
+201.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.2% | +7.6% | 0.0% |
| 7D | +3.6% | -5.6% | +9.2% | +4.0% |
| 30D | +6.4% | +7.5% | -1.1% | +5.6% |
| 3M | +6.5% | +5.4% | +1.1% | +5.8% |
| 6M | +4.9% | +79.4% | -74.5% | -1.1% |
| YTD | +23.4% | +12.9% | +10.5% | +20.1% |
| 1Y | +26.3% | +12.4% | +13.9% | +22.8% |
| 3Y | +38.0% | +128.5% | -90.5% | +20.7% |
| 5Y | +68.0% | -54.0% | +121.9% | +58.0% |
| 10Y | +437.1% | +248.8% | +188.4% | +282.5% |
| All | +416.0% | +214.9% | +201.1% | +265.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling