+417.5%
LIN vs WST
+441.1%
-23.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.5% |
| 7D | +0.2% | -3.1% | +3.3% | +0.8% |
| 30D | +6.5% | +9.1% | -2.6% | +4.5% |
| 3M | +5.5% | +14.7% | -9.2% | +2.4% |
| 6M | +3.3% | +28.0% | -24.7% | -2.1% |
| YTD | +22.0% | +45.6% | -23.6% | +11.9% |
| 1Y | +25.7% | +45.7% | -19.9% | +15.2% |
| 3Y | +36.2% | +21.1% | +15.2% | +21.3% |
| 5Y | +66.1% | +0.3% | +65.7% | +53.0% |
| All | +417.5% | +441.1% | -23.6% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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