+64.4%
LIN vs WAT
+35.9%
+28.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | +0.2% |
| 7D | +0.1% | +6.0% | -5.9% | -1.1% |
| 30D | +7.6% | +9.9% | -2.3% | +5.4% |
| 3M | +6.5% | +17.2% | -10.6% | +2.9% |
| 6M | +6.2% | +34.2% | -28.0% | -0.5% |
| YTD | +23.2% | +25.5% | -2.3% | +16.4% |
| 1Y | +25.4% | +28.3% | -2.8% | +17.6% |
| 3Y | +38.3% | +88.4% | -50.1% | +11.1% |
| 5Y | +64.4% | +36.1% | +28.3% | +44.4% |
| All | +64.4% | +35.9% | +28.5% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling