+37.8%
LIN vs WAT
+73.0%
-35.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.3% |
| 7D | +3.6% | -5.6% | +9.2% | +4.2% |
| 30D | +6.4% | +3.8% | +2.6% | +5.8% |
| 3M | +6.5% | +13.3% | -6.8% | +4.8% |
| 6M | +4.9% | +32.2% | -27.3% | +1.2% |
| YTD | +23.4% | +19.3% | +4.2% | +20.4% |
| 1Y | +26.3% | +21.8% | +4.5% | +22.6% |
| All | +37.8% | +73.0% | -35.2% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling