+377.9%
SCHD vs CDW
+851.1%
-473.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.1% | +0.5% |
| 7D | -1.1% | -3.9% | +2.7% | 0.0% |
| 30D | +1.5% | +6.9% | -5.4% | -0.9% |
| 3M | +7.4% | +7.7% | -0.3% | +3.9% |
| 6M | +12.4% | +18.3% | -6.0% | +3.3% |
| YTD | +27.5% | +7.8% | +19.8% | +20.4% |
| 1Y | +30.0% | -12.2% | +42.2% | +31.2% |
| 3Y | +56.5% | -28.9% | +85.4% | +66.0% |
| 5Y | +60.7% | -22.8% | +83.5% | +61.8% |
| 10Y | +237.8% | +266.1% | -28.3% | +110.0% |
| All | +377.9% | +851.1% | -473.2% | +165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling