+525.5%
WMT vs LIN
+418.8%
+106.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -2.7% | +0.3% | -3.1% | -2.8% |
| 30D | +11.1% | +8.0% | +3.1% | +8.7% |
| 3M | +11.2% | +7.7% | +3.5% | +8.9% |
| 6M | -1.3% | +5.1% | -6.3% | -2.9% |
| YTD | +13.5% | +24.7% | -11.2% | +6.0% |
| 1Y | +22.5% | +25.1% | -2.6% | +14.2% |
| 3Y | +134.1% | +36.8% | +97.3% | +112.2% |
| 5Y | +170.3% | +67.9% | +102.4% | +128.4% |
| 10Y | +525.5% | +427.2% | +98.3% | +284.8% |
| All | +525.5% | +418.8% | +106.7% | +284.8% |
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