+417.3%
LIN vs WSM
+1,313.8%
-896.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.5% |
| 7D | +0.1% | +0.9% | -0.7% | 0.0% |
| 30D | +7.6% | +8.6% | -1.0% | +6.0% |
| 3M | +6.5% | +4.2% | +2.3% | +5.7% |
| 6M | +6.2% | +44.6% | -38.4% | -0.4% |
| YTD | +23.2% | +48.5% | -25.3% | +14.6% |
| 1Y | +25.4% | +34.7% | -9.3% | +18.4% |
| 3Y | +38.3% | +271.0% | -232.8% | +4.9% |
| 5Y | +64.4% | +180.9% | -116.5% | +27.3% |
| 10Y | +417.3% | +1,235.4% | -818.1% | +175.1% |
| All | +417.3% | +1,313.8% | -896.5% | +175.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling