+412.1%
LIN vs CDW
+329.6%
+82.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.6% |
| 7D | +2.0% | +13.1% | -11.1% | -2.1% |
| 30D | +7.9% | +19.1% | -11.3% | +1.6% |
| 3M | +6.3% | +24.7% | -18.4% | -2.1% |
| 6M | +6.5% | +63.4% | -56.9% | -12.3% |
| YTD | +23.6% | +26.3% | -2.7% | +9.2% |
| 1Y | +25.7% | +20.6% | +5.1% | +12.9% |
| 3Y | +35.6% | -16.3% | +51.9% | +35.5% |
| 5Y | +65.9% | -3.9% | +69.8% | +52.2% |
| 10Y | +412.1% | +331.5% | +80.6% | +221.5% |
| All | +412.1% | +329.6% | +82.5% | +221.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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