+2.6%
LIN vs WETO
-99.4%
+102.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.1% | -8.1% | -1.0% |
| 7D | -4.3% | -19.9% | +15.6% | -4.4% |
| 30D | -5.6% | -42.7% | +37.1% | -4.0% |
| 3M | -9.0% | -97.7% | +88.7% | -5.4% |
| 6M | -2.5% | -94.4% | +92.0% | +1.7% |
| YTD | +9.3% | -97.0% | +106.3% | +13.9% |
| 1Y | -1.0% | -98.9% | +97.8% | +2.9% |
| All | +2.6% | -99.4% | +102.0% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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