+238.6%
SCHD vs BWA
+156.8%
+81.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | -2.0% | -1.3% | -0.6% | -1.6% |
| 30D | -0.4% | -2.9% | +2.5% | +0.2% |
| 3M | +5.7% | -10.7% | +16.4% | +8.6% |
| 6M | +11.9% | +26.5% | -14.6% | +3.2% |
| YTD | +26.4% | +49.1% | -22.7% | +9.6% |
| 1Y | +27.6% | +52.1% | -24.4% | +9.6% |
| 3Y | +54.9% | +72.6% | -17.6% | +24.7% |
| 5Y | +60.9% | +89.4% | -28.5% | +22.1% |
| All | +238.6% | +156.8% | +81.9% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling