+2.5%
LIN vs WSM
+19.9%
-17.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | -2.1% | -3.3% | +1.1% | -1.8% |
| 30D | -2.4% | -8.4% | +6.0% | -1.6% |
| 3M | -5.6% | +9.7% | -15.2% | -6.4% |
| 6M | -3.4% | +16.7% | -20.1% | -4.6% |
| YTD | +13.1% | +28.7% | -15.6% | +9.6% |
| 1Y | +2.5% | +13.7% | -11.2% | -0.2% |
| All | +2.5% | +19.9% | -17.4% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling