+237.3%
SCHD vs CDW
+271.4%
-34.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.1% | -7.4% | +4.2% | -0.8% |
| 30D | -0.8% | +5.8% | -6.7% | -2.9% |
| 3M | +6.2% | +10.8% | -4.6% | +1.6% |
| 6M | +11.8% | +21.5% | -9.7% | +1.3% |
| YTD | +26.0% | +6.4% | +19.6% | +19.1% |
| 1Y | +28.1% | -14.8% | +42.9% | +30.9% |
| 3Y | +54.6% | -29.9% | +84.5% | +65.3% |
| 5Y | +60.3% | -22.9% | +83.2% | +61.0% |
| All | +237.3% | +271.4% | -34.1% | +115.5% |
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