+65.9%
LIN vs WST
+1.6%
+64.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.0% | +1.4% | +0.6% | +1.8% |
| 30D | +7.9% | +12.7% | -4.9% | +6.1% |
| 3M | +6.3% | +17.2% | -10.9% | +4.0% |
| 6M | +6.5% | +26.7% | -20.2% | +2.9% |
| YTD | +23.6% | +50.3% | -26.7% | +16.4% |
| 1Y | +25.7% | +50.2% | -24.5% | +18.3% |
| 3Y | +35.6% | +21.7% | +13.9% | +25.4% |
| 5Y | +65.9% | +2.0% | +63.8% | +59.6% |
| All | +65.9% | +1.6% | +64.2% | +59.6% |
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