+10,545.1%
LIN vs WSM
+56,477.3%
-45,932.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.3% |
| 7D | -2.1% | -3.3% | +1.1% | -1.6% |
| 30D | -2.4% | -8.4% | +6.0% | -1.1% |
| 3M | -5.6% | +9.7% | -15.2% | -7.1% |
| 6M | -3.4% | +16.7% | -20.1% | -6.1% |
| YTD | +13.1% | +28.7% | -15.6% | +7.9% |
| 1Y | +2.5% | +13.7% | -11.2% | -0.5% |
| 3Y | +27.6% | +230.1% | -202.5% | +0.7% |
| 5Y | +63.0% | +179.0% | -115.9% | +28.7% |
| 10Y | +359.3% | +1,002.5% | -643.3% | +172.3% |
| All | +10,545.1% | +56,477.3% | -45,932.2% | +3,255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling