+26.0%
WMT vs LIN
+24.8%
+1.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +2.0% | +2.1% | -0.1% | +1.7% |
| 30D | +10.3% | +6.8% | +3.5% | +9.4% |
| 3M | +11.0% | +10.4% | +0.6% | +9.7% |
| 6M | -2.3% | +3.2% | -5.5% | -3.1% |
| YTD | +15.7% | +24.6% | -8.9% | +13.1% |
| 1Y | +26.0% | +24.4% | +1.6% | +23.5% |
| All | +26.0% | +24.8% | +1.2% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling