+427.2%
LIN vs WAT
+230.7%
+196.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | +0.3% | +0.7% | -0.4% | +0.1% |
| 30D | +8.0% | +9.0% | -0.9% | +5.1% |
| 3M | +7.7% | +13.5% | -5.8% | +3.3% |
| 6M | +5.1% | +35.3% | -30.2% | -4.9% |
| YTD | +24.7% | +24.0% | +0.7% | +14.5% |
| 1Y | +25.1% | +22.0% | +3.1% | +15.4% |
| 3Y | +36.8% | +84.0% | -47.2% | +2.7% |
| 5Y | +67.9% | +34.4% | +33.5% | +39.9% |
| 10Y | +427.2% | +231.4% | +195.8% | +200.7% |
| All | +427.2% | +230.7% | +196.5% | +200.7% |
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