+412.1%
LIN vs WTW
+222.3%
+189.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.5% |
| 7D | +2.0% | +1.6% | +0.4% | +1.3% |
| 30D | +7.9% | +12.4% | -4.5% | +2.3% |
| 3M | +6.3% | -2.6% | +8.9% | +7.2% |
| 6M | +6.5% | +30.8% | -24.3% | -6.7% |
| YTD | +23.6% | +2.3% | +21.2% | +19.5% |
| 1Y | +25.7% | +4.9% | +20.9% | +20.0% |
| 3Y | +35.6% | +43.9% | -8.3% | +8.3% |
| 5Y | +65.9% | +53.8% | +12.0% | +25.8% |
| 10Y | +412.1% | +212.8% | +199.3% | +180.9% |
| All | +412.1% | +222.3% | +189.8% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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