+534.7%
WMT vs LIN
+420.6%
+114.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | +12.4% | +6.2% | +6.2% | +10.5% |
| 3M | +9.0% | +9.3% | -0.3% | +6.3% |
| 6M | -3.0% | +4.4% | -7.3% | -4.4% |
| YTD | +14.0% | +23.7% | -9.8% | +6.6% |
| 1Y | +23.0% | +23.5% | -0.4% | +15.1% |
| 3Y | +135.1% | +35.8% | +99.3% | +113.5% |
| 5Y | +172.7% | +65.9% | +106.9% | +131.3% |
| All | +534.7% | +420.6% | +114.1% | +291.7% |
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