+4,588.5%
WMT vs LIN
+10,749.5%
-6,161.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.0% |
| 7D | +5.3% | +3.6% | +1.7% | +4.4% |
| 30D | +19.1% | +6.4% | +12.8% | +17.3% |
| 3M | +14.0% | +6.5% | +7.5% | +12.2% |
| 6M | -1.9% | +4.9% | -6.8% | -3.3% |
| YTD | +15.4% | +23.4% | -8.1% | +9.0% |
| 1Y | +26.9% | +26.3% | +0.6% | +19.2% |
| 3Y | +140.1% | +38.0% | +102.2% | +119.9% |
| 5Y | +171.5% | +68.0% | +103.5% | +133.8% |
| 10Y | +554.7% | +437.1% | +117.6% | +312.8% |
| All | +4,588.5% | +10,749.5% | -6,161.0% | +1,455.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling