+3.7%
LIN vs WETO
-99.4%
+103.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +0.9% |
| 7D | -2.4% | -4.3% | +1.9% | -2.4% |
| 30D | -2.4% | -39.9% | +37.5% | -0.7% |
| 3M | -9.3% | -97.9% | +88.6% | -5.6% |
| 6M | -2.6% | -95.0% | +92.5% | +1.5% |
| YTD | +10.4% | -97.2% | +107.6% | +14.9% |
| 1Y | -2.3% | -98.9% | +96.6% | +1.5% |
| All | +3.7% | -99.4% | +103.1% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling