+12.7%
SCHG vs CDW
-8.5%
+21.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.8% | -7.0% | +0.2% |
| 7D | -1.0% | +0.9% | -2.0% | -1.2% |
| 30D | -1.3% | +13.1% | -14.3% | -2.3% |
| 3M | +5.4% | +19.7% | -14.2% | +3.7% |
| 6M | +14.4% | +30.7% | -16.3% | +10.1% |
| YTD | +8.0% | +14.7% | -6.7% | +6.5% |
| 1Y | +12.7% | -5.3% | +18.0% | +13.9% |
| All | +12.7% | -8.5% | +21.3% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling