+523.5%
WMT vs LIN
+417.8%
+105.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +0.6% | +2.0% | -1.4% | 0.0% |
| 30D | +12.8% | +7.9% | +4.9% | +10.4% |
| 3M | +11.7% | +6.3% | +5.4% | +9.8% |
| 6M | -3.5% | +6.5% | -10.0% | -5.5% |
| YTD | +13.4% | +23.6% | -10.2% | +6.2% |
| 1Y | +23.6% | +25.7% | -2.1% | +15.0% |
| 3Y | +133.9% | +35.6% | +98.3% | +112.5% |
| 5Y | +170.1% | +65.9% | +104.3% | +129.1% |
| 10Y | +523.5% | +412.1% | +111.4% | +287.1% |
| All | +523.5% | +417.8% | +105.7% | +287.1% |
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