+715.8%
SCHG vs CDW
+851.1%
-135.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | +1.2% |
| 7D | -0.1% | -3.9% | +3.8% | +1.4% |
| 30D | -1.5% | +6.9% | -8.4% | -4.4% |
| 3M | +4.4% | +7.7% | -3.3% | 0.0% |
| 6M | +15.7% | +18.3% | -2.6% | +3.8% |
| YTD | +8.3% | +7.8% | +0.5% | +0.5% |
| 1Y | +14.2% | -12.2% | +26.4% | +15.3% |
| 3Y | +88.3% | -28.9% | +117.2% | +103.2% |
| 5Y | +83.5% | -22.8% | +106.2% | +87.7% |
| 10Y | +444.2% | +266.1% | +178.1% | +209.8% |
| All | +715.8% | +851.1% | -135.3% | +303.2% |
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