+168.5%
WMT vs LIN
+64.4%
+104.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | +1.6% | +0.2% | +1.4% | +1.6% |
| 30D | +16.1% | +6.5% | +9.6% | +14.3% |
| 3M | +12.3% | +5.5% | +6.8% | +10.7% |
| 6M | -3.1% | +3.3% | -6.4% | -4.2% |
| YTD | +13.4% | +22.0% | -8.6% | +7.0% |
| 1Y | +24.5% | +25.7% | -1.3% | +16.4% |
| 3Y | +135.7% | +36.2% | +99.5% | +117.0% |
| All | +168.5% | +64.4% | +104.1% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling