+294.9%
SCHW vs CDW
+300.6%
-5.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.8% | -7.9% | -3.2% |
| 7D | -1.9% | +0.9% | -2.8% | -2.4% |
| 30D | -1.6% | +13.1% | -14.7% | -7.0% |
| 3M | +21.3% | +19.7% | +1.6% | +10.6% |
| 6M | +16.5% | +30.7% | -14.2% | -0.9% |
| YTD | +8.4% | +14.7% | -6.3% | -2.5% |
| 1Y | +15.6% | -5.3% | +20.9% | +13.1% |
| 3Y | +86.8% | -23.8% | +110.7% | +94.9% |
| 5Y | +60.5% | -16.8% | +77.3% | +55.6% |
| All | +294.9% | +300.6% | -5.7% | +69.3% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling