+68.0%
LIN vs WAT
+32.1%
+35.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.1% |
| 7D | +3.6% | -5.6% | +9.2% | +4.7% |
| 30D | +6.4% | +3.8% | +2.6% | +5.4% |
| 3M | +6.5% | +13.3% | -6.8% | +3.6% |
| 6M | +4.9% | +32.2% | -27.3% | -1.5% |
| YTD | +23.4% | +19.3% | +4.2% | +17.7% |
| 1Y | +26.3% | +21.8% | +4.5% | +19.7% |
| 3Y | +38.0% | +73.9% | -35.9% | +13.0% |
| 5Y | +68.0% | +32.1% | +35.9% | +47.8% |
| All | +68.0% | +32.1% | +35.9% | +47.8% |
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