+5,438.5%
LIN vs WAT
+10,816.8%
-5,378.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.7% |
| 7D | -2.1% | -1.3% | -0.8% | -1.8% |
| 30D | -2.4% | +2.3% | -4.8% | -3.0% |
| 3M | -5.6% | +8.7% | -14.3% | -7.5% |
| 6M | -3.4% | +28.3% | -31.7% | -9.4% |
| YTD | +13.1% | +7.8% | +5.3% | +9.8% |
| 1Y | +2.5% | +36.6% | -34.1% | -6.1% |
| 3Y | +27.6% | +45.7% | -18.1% | +12.5% |
| 5Y | +63.0% | -3.3% | +66.3% | +55.9% |
| 10Y | +359.3% | +162.1% | +197.2% | +248.9% |
| All | +5,438.5% | +10,816.8% | -5,378.3% | +2,507.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling