+68.0%
LIN vs WST
-7.2%
+75.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.1% |
| 7D | +3.6% | -5.8% | +9.4% | +4.4% |
| 30D | +6.4% | +5.3% | +1.1% | +5.6% |
| 3M | +6.5% | +11.8% | -5.3% | +4.8% |
| 6M | +4.9% | +26.7% | -21.8% | +1.3% |
| YTD | +23.4% | +43.0% | -19.5% | +17.0% |
| 1Y | +26.3% | +38.9% | -12.5% | +20.1% |
| 3Y | +38.0% | +18.2% | +19.8% | +27.6% |
| 5Y | +68.0% | -1.5% | +69.5% | +62.8% |
| All | +68.0% | -7.2% | +75.2% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling