+497.5%
SCHW vs CDW
+851.1%
-353.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.2% | +3.0% | -0.1% |
| 7D | -1.3% | -3.9% | +2.6% | +0.3% |
| 30D | -0.4% | +6.9% | -7.3% | -3.6% |
| 3M | +21.7% | +7.7% | +14.0% | +15.9% |
| 6M | +13.0% | +18.3% | -5.4% | +0.3% |
| YTD | +8.0% | +7.8% | +0.3% | -0.4% |
| 1Y | +15.8% | -12.2% | +28.0% | +16.7% |
| 3Y | +87.7% | -28.9% | +116.7% | +101.5% |
| 5Y | +59.7% | -22.8% | +82.5% | +60.3% |
| 10Y | +292.9% | +266.1% | +26.8% | +75.7% |
| All | +497.5% | +851.1% | -353.6% | +125.4% |
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