+63.3%
LIN vs WSM
+168.7%
-105.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.9% |
| 7D | +0.2% | +0.5% | -0.3% | +0.1% |
| 30D | +6.5% | +6.0% | +0.5% | +5.5% |
| 3M | +5.5% | +3.2% | +2.3% | +4.9% |
| 6M | +3.3% | +37.1% | -33.8% | -1.3% |
| YTD | +22.0% | +44.2% | -22.2% | +15.3% |
| 1Y | +25.7% | +34.2% | -8.5% | +19.9% |
| 3Y | +36.2% | +249.3% | -213.0% | +7.4% |
| All | +63.3% | +168.7% | -105.3% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling