+15.7%
SCHW vs CDW
-15.2%
+30.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -2.8% | -7.4% | +4.6% | -2.2% |
| 30D | -0.1% | +5.8% | -5.9% | -0.4% |
| 3M | +20.6% | +10.8% | +9.8% | +19.2% |
| 6M | +15.9% | +21.5% | -5.5% | +12.3% |
| YTD | +8.5% | +6.4% | +2.1% | +7.5% |
| All | +15.7% | -15.2% | +30.9% | +15.2% |
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 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