+417.5%
LIN vs WAB
+287.6%
+129.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -3.0% | -1.8% |
| 7D | +0.2% | +1.4% | -1.2% | -0.4% |
| 30D | +6.5% | +0.4% | +6.1% | +6.1% |
| 3M | +5.5% | -3.8% | +9.3% | +6.5% |
| 6M | +3.3% | +5.1% | -1.7% | +0.8% |
| YTD | +22.0% | +33.3% | -11.3% | +9.0% |
| 1Y | +25.7% | +39.8% | -14.1% | +10.3% |
| 3Y | +36.2% | +161.1% | -124.8% | -6.7% |
| 5Y | +66.1% | +209.5% | -143.4% | +6.0% |
| All | +417.5% | +287.6% | +129.9% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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