+526.6%
WMT vs LIN
+430.8%
+95.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +12.9% | +7.6% | +5.3% | +10.6% |
| 3M | +12.6% | +6.5% | +6.1% | +10.6% |
| 6M | -3.4% | +6.2% | -9.6% | -5.3% |
| YTD | +13.5% | +23.2% | -9.7% | +6.3% |
| 1Y | +23.5% | +25.4% | -1.9% | +15.0% |
| 3Y | +137.3% | +38.3% | +99.0% | +114.5% |
| 5Y | +167.9% | +64.4% | +103.5% | +127.8% |
| 10Y | +526.6% | +417.3% | +109.3% | +287.0% |
| All | +526.6% | +430.8% | +95.8% | +287.0% |
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