There were some papers and articles published about the deanonymization the bitcoin network and such, reading those may help you understanding how such techniques work. One of them e.g.

http://www.coindesk.com/eavesdropping-attack-can-unmask-60-bitcoin-clients/ (June 2014)
Informal description of the client deanonymization attack on the Bitcoin P2P network

"The researchers also found that the attack could be designed to prevent the use of the Tor network, which anonymises traffic. Additionally, the attack can 'glue' transactions, so that transactions performed on one machine using multiple bitcoin addresses can be grouped together."

(Also asking here, is this concept/theory correct?)
Something like this tells me that if all transactions (and hence addresses) in a wallet can be tied together, then if a single transaction reveals your identity (at any point in time), your wallet and subsequent transactions are compromised. Assuming someone is willing to invest the time and effort.