+112.4%
WFC vs LIN
+424.2%
-311.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | -0.1% |
| 7D | +2.5% | +2.1% | +0.4% | +1.2% |
| 30D | +7.0% | +6.8% | +0.2% | +2.5% |
| 3M | -1.8% | +10.4% | -12.1% | -8.0% |
| 6M | +18.4% | +3.2% | +15.2% | +15.1% |
| YTD | -5.6% | +24.6% | -30.2% | -19.7% |
| 1Y | +3.9% | +24.4% | -20.5% | -11.7% |
| 3Y | +126.3% | +36.7% | +89.6% | +77.8% |
| 5Y | +91.1% | +67.0% | +24.1% | +27.5% |
| All | +112.4% | +424.2% | -311.7% | -28.5% |
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