+544.2%
WMT vs LIN
+424.2%
+120.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +2.0% | +2.1% | -0.1% | +1.4% |
| 30D | +10.3% | +6.8% | +3.5% | +8.3% |
| 3M | +11.0% | +10.4% | +0.6% | +7.9% |
| 6M | -2.3% | +3.2% | -5.5% | -3.4% |
| YTD | +15.7% | +24.6% | -8.9% | +8.0% |
| 1Y | +26.0% | +24.4% | +1.6% | +17.6% |
| 3Y | +136.5% | +36.7% | +99.8% | +114.4% |
| 5Y | +176.8% | +67.0% | +109.8% | +134.3% |
| All | +544.2% | +424.2% | +120.1% | +296.8% |
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