+553.0%
SCHD vs AWK
+537.3%
+15.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.6% | +0.6% | -3.2% | -2.8% |
| 30D | -0.3% | +4.3% | -4.6% | -1.8% |
| 3M | +6.1% | +12.5% | -6.4% | +1.6% |
| 6M | +11.7% | +3.3% | +8.4% | +10.0% |
| YTD | +26.3% | +9.8% | +16.6% | +21.5% |
| 1Y | +28.8% | +2.9% | +25.8% | +26.4% |
| 3Y | +55.0% | +9.6% | +45.4% | +46.0% |
| 5Y | +60.0% | -16.7% | +76.7% | +65.1% |
| 10Y | +243.1% | +136.1% | +107.0% | +140.2% |
| All | +553.0% | +537.3% | +15.7% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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