+65.2%
LIN vs WAB
+198.1%
-132.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | +1.3% |
| 7D | +3.6% | -2.5% | +6.1% | +4.4% |
| 30D | +6.4% | -4.4% | +10.7% | +7.8% |
| 3M | +6.5% | -5.9% | +12.4% | +8.5% |
| 6M | +4.9% | +5.9% | -1.1% | +1.6% |
| YTD | +23.4% | +30.9% | -7.5% | +9.3% |
| 1Y | +26.3% | +35.8% | -9.5% | +10.0% |
| 3Y | +38.0% | +154.0% | -116.0% | -14.5% |
| All | +65.2% | +198.1% | -132.8% | -7.8% |
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