+427.9%
LIN vs WWD
+442.7%
-14.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.2% |
| 7D | +0.2% | +8.2% | -7.9% | -2.0% |
| 30D | +6.2% | -0.2% | +6.4% | +5.8% |
| 3M | +9.3% | -8.4% | +17.8% | +11.5% |
| 6M | +4.4% | -9.5% | +13.9% | +6.0% |
| YTD | +23.7% | +10.1% | +13.7% | +16.7% |
| 1Y | +23.5% | +21.6% | +1.9% | +12.3% |
| 3Y | +35.8% | +149.6% | -113.8% | -5.8% |
| 5Y | +65.9% | +191.3% | -125.4% | +6.7% |
| All | +427.9% | +442.7% | -14.8% | +169.7% |
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