+417.5%
LIN vs WPM
+566.7%
-149.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.1% | -1.5% |
| 7D | +0.2% | +16.9% | -16.7% | -1.6% |
| 30D | +6.5% | +2.0% | +4.5% | +6.0% |
| 3M | +5.5% | +8.9% | -3.5% | +3.9% |
| 6M | +3.3% | +1.6% | +1.8% | +2.3% |
| YTD | +22.0% | +16.5% | +5.5% | +17.9% |
| 1Y | +25.7% | +42.2% | -16.5% | +18.3% |
| 3Y | +36.2% | +213.3% | -177.1% | +14.5% |
| 5Y | +66.1% | +249.9% | -183.9% | +35.7% |
| All | +417.5% | +566.7% | -149.2% | +309.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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