+65.9%
LIN vs WAB
+223.7%
-157.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.3% |
| 7D | +2.0% | +4.0% | -2.0% | +0.5% |
| 30D | +7.9% | +6.3% | +1.5% | +5.3% |
| 3M | +6.3% | +3.3% | +3.0% | +4.7% |
| 6M | +6.5% | +14.5% | -8.0% | +0.5% |
| YTD | +23.6% | +42.7% | -19.1% | +6.1% |
| 1Y | +25.7% | +45.2% | -19.5% | +7.0% |
| 3Y | +35.6% | +173.8% | -138.2% | -18.0% |
| 5Y | +65.9% | +223.8% | -157.9% | -10.6% |
| All | +65.9% | +223.7% | -157.8% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling