+553.0%
SCHD vs BBWI
-1.2%
+554.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.4% | 0.0% |
| 7D | -2.6% | -4.4% | +1.8% | -2.0% |
| 30D | -0.3% | -7.4% | +7.1% | +0.6% |
| 3M | +6.1% | -2.2% | +8.3% | +5.8% |
| 6M | +11.7% | -16.3% | +28.0% | +13.2% |
| YTD | +26.3% | -9.1% | +35.5% | +25.9% |
| 1Y | +28.8% | -34.5% | +63.3% | +33.7% |
| 3Y | +55.0% | -47.0% | +102.0% | +61.2% |
| 5Y | +60.0% | -68.8% | +128.9% | +75.2% |
| 10Y | +243.1% | -57.4% | +300.5% | +224.1% |
| All | +553.0% | -1.2% | +554.2% | +360.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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