+17.0%
LIN vs WETO
-99.9%
+116.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.7% |
| 7D | +2.1% | -39.7% | +41.8% | +1.7% |
| 30D | +6.8% | -26.7% | +33.5% | +6.7% |
| 3M | +10.4% | -83.1% | +93.5% | +11.4% |
| 6M | +3.2% | -98.8% | +102.0% | +6.2% |
| YTD | +24.6% | -99.3% | +123.9% | +28.4% |
| 1Y | +24.4% | -99.4% | +123.8% | +28.2% |
| All | +17.0% | -99.9% | +116.8% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling