+27.3%
LIN vs WAT
+32.9%
-5.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.6% |
| 7D | +3.3% | -1.9% | +5.2% | +3.3% |
| 30D | +8.8% | +6.2% | +2.5% | +8.7% |
| 3M | +8.6% | +18.1% | -9.4% | +8.5% |
| 6M | +7.0% | +54.9% | -47.9% | +7.3% |
| YTD | +24.3% | +23.1% | +1.2% | +23.7% |
| 1Y | +27.3% | +27.3% | 0.0% | +25.1% |
| All | +27.3% | +32.9% | -5.7% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling