+141.5%
WFC vs LIN
+424.3%
-282.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.3% |
| 7D | +0.6% | +0.2% | +0.5% | +0.5% |
| 30D | +4.6% | +6.5% | -1.9% | +0.3% |
| 3M | -3.6% | +5.5% | -9.1% | -7.2% |
| 6M | +5.6% | +3.3% | +2.2% | +2.4% |
| YTD | -8.5% | +22.0% | -30.5% | -21.1% |
| 1Y | -0.3% | +25.7% | -26.1% | -16.0% |
| 3Y | +116.4% | +36.2% | +80.2% | +70.2% |
| 5Y | +87.2% | +66.1% | +21.2% | +25.1% |
| All | +141.5% | +424.3% | -282.8% | -18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling