+27.4%
WMT vs LIN
+27.8%
-0.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +3.0% |
| 7D | +8.8% | +3.3% | +5.5% | +8.3% |
| 30D | +22.9% | +8.8% | +14.2% | +21.7% |
| 3M | +16.1% | +8.6% | +7.4% | +14.8% |
| 6M | -0.5% | +7.0% | -7.5% | -1.7% |
| YTD | +16.7% | +24.3% | -7.6% | +13.6% |
| 1Y | +27.4% | +27.3% | +0.1% | +21.9% |
| All | +27.4% | +27.8% | -0.4% | +21.9% |
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