+417.3%
LIN vs WAT
+232.2%
+185.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | -0.3% |
| 7D | +0.1% | +6.0% | -5.9% | -1.7% |
| 30D | +7.6% | +9.9% | -2.3% | +4.4% |
| 3M | +6.5% | +17.2% | -10.6% | +1.2% |
| 6M | +6.2% | +34.2% | -28.0% | -3.6% |
| YTD | +23.2% | +25.5% | -2.3% | +12.8% |
| 1Y | +25.4% | +28.3% | -2.8% | +13.7% |
| 3Y | +38.3% | +88.4% | -50.1% | +2.9% |
| 5Y | +64.4% | +36.1% | +28.3% | +36.4% |
| 10Y | +417.3% | +234.8% | +182.5% | +192.4% |
| All | +417.3% | +232.2% | +185.1% | +192.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling