+361.3%
LIN vs WST
+321.8%
+39.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -2.1% | +0.7% | -2.9% | -2.3% |
| 30D | -2.4% | -3.1% | +0.7% | -1.8% |
| 3M | -5.6% | +7.2% | -12.8% | -7.1% |
| 6M | -3.4% | +36.8% | -40.2% | -10.0% |
| YTD | +13.1% | +23.8% | -10.7% | +7.4% |
| 1Y | +2.5% | +37.8% | -35.3% | -5.4% |
| 3Y | +27.6% | -15.9% | +43.5% | +25.4% |
| 5Y | +63.0% | -25.8% | +88.9% | +62.7% |
| All | +361.3% | +321.8% | +39.5% | +153.1% |
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