+1.8%
WFC vs LIN
+25.4%
-23.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -1.3% | +0.3% | -1.6% | -1.3% |
| 30D | +3.6% | +8.0% | -4.5% | +2.8% |
| 3M | -1.3% | +7.7% | -9.0% | -1.9% |
| 6M | +18.0% | +5.1% | +12.9% | +17.4% |
| YTD | -5.9% | +24.7% | -30.6% | -11.1% |
| 1Y | +1.8% | +25.1% | -23.3% | -3.5% |
| All | +1.8% | +25.4% | -23.6% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling