+417.3%
LIN vs WST
+466.7%
-49.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.3% |
| 7D | +0.1% | +1.3% | -1.2% | -0.2% |
| 30D | +7.6% | +12.9% | -5.3% | +4.9% |
| 3M | +6.5% | +16.7% | -10.1% | +3.1% |
| 6M | +6.2% | +26.8% | -20.6% | +0.8% |
| YTD | +23.2% | +50.5% | -27.3% | +12.3% |
| 1Y | +25.4% | +52.9% | -27.5% | +13.8% |
| 3Y | +38.3% | +23.9% | +14.4% | +22.8% |
| 5Y | +64.4% | +1.0% | +63.4% | +51.8% |
| 10Y | +417.3% | +451.4% | -34.1% | +159.3% |
| All | +417.3% | +466.7% | -49.4% | +159.3% |
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