+125.4%
WFC vs LIN
+38.9%
+86.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.3% |
| 7D | +4.5% | +3.3% | +1.2% | +3.3% |
| 30D | +7.4% | +8.8% | -1.4% | +4.0% |
| 3M | -0.5% | +8.6% | -9.1% | -3.6% |
| 6M | +11.7% | +7.0% | +4.7% | +8.3% |
| YTD | -4.6% | +24.3% | -28.9% | -14.4% |
| 1Y | +2.5% | +27.3% | -24.7% | -9.2% |
| All | +125.4% | +38.9% | +86.5% | +101.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling