+533.3%
WDC vs LIN
+68.3%
+465.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.7% | -16.7% | -17.1% |
| 7D | -32.3% | +3.6% | -35.9% | -33.5% |
| 30D | -34.9% | +6.4% | -41.3% | -36.9% |
| 3M | -48.4% | +6.5% | -54.9% | -50.3% |
| 6M | -42.4% | +4.9% | -47.3% | -44.7% |
| YTD | +55.5% | +23.4% | +32.1% | +34.1% |
| 1Y | +67.5% | +26.3% | +41.2% | +41.9% |
| 3Y | +727.3% | +38.0% | +689.3% | +542.7% |
| 5Y | +533.3% | +68.0% | +465.3% | +303.9% |
| All | +533.3% | +68.3% | +465.1% | +303.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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