+4,509.7%
WFC vs LIN
+10,749.5%
-6,239.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | 0.0% | +3.6% | -3.6% | -1.7% |
| 30D | +4.0% | +6.4% | -2.3% | +0.9% |
| 3M | -4.4% | +6.5% | -10.9% | -7.4% |
| 6M | +7.4% | +4.9% | +2.5% | +4.2% |
| YTD | -7.5% | +23.4% | -31.0% | -17.5% |
| 1Y | -0.3% | +26.3% | -26.7% | -12.1% |
| 3Y | +117.2% | +38.0% | +79.2% | +82.2% |
| 5Y | +89.2% | +68.0% | +21.2% | +42.8% |
| 10Y | +148.3% | +437.1% | -288.8% | +9.1% |
| All | +4,509.7% | +10,749.5% | -6,239.8% | +900.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling