+417.5%
LIN vs WWD
+461.1%
-43.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.6% | -2.1% |
| 7D | +0.2% | +4.2% | -4.0% | -1.2% |
| 30D | +6.5% | -2.1% | +8.6% | +6.7% |
| 3M | +5.5% | -13.2% | +18.6% | +9.2% |
| 6M | +3.3% | -16.9% | +20.2% | +7.7% |
| YTD | +22.0% | +5.2% | +16.8% | +16.7% |
| 1Y | +25.7% | +20.6% | +5.2% | +14.5% |
| 3Y | +36.2% | +146.3% | -110.1% | -5.2% |
| 5Y | +66.1% | +171.3% | -105.3% | +9.3% |
| All | +417.5% | +461.1% | -43.6% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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