+2,910.9%
LIN vs WTW
+1,174.9%
+1,736.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.1% |
| 7D | -2.1% | -2.6% | +0.5% | -1.1% |
| 30D | -2.4% | -1.0% | -1.4% | -2.1% |
| 3M | -5.6% | +29.9% | -35.5% | -15.5% |
| 6M | -3.4% | +10.7% | -14.1% | -8.4% |
| YTD | +13.1% | +2.6% | +10.5% | +9.7% |
| 1Y | +2.5% | +2.8% | -0.3% | -0.8% |
| 3Y | +27.6% | +67.3% | -39.7% | -0.6% |
| 5Y | +63.0% | +56.6% | +6.4% | +29.6% |
| 10Y | +359.3% | +204.1% | +155.2% | +174.3% |
| All | +2,910.9% | +1,174.9% | +1,736.0% | +1,170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling