+559.1%
SCHD vs BWA
+160.9%
+398.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | -1.1% | +4.3% | -5.4% | -2.3% |
| 30D | +1.5% | -2.9% | +4.4% | +2.1% |
| 3M | +7.4% | -12.4% | +19.8% | +10.8% |
| 6M | +12.4% | +28.6% | -16.2% | +3.4% |
| YTD | +27.5% | +48.2% | -20.7% | +11.4% |
| 1Y | +30.0% | +50.9% | -20.9% | +12.7% |
| 3Y | +56.5% | +72.2% | -15.7% | +27.4% |
| 5Y | +60.7% | +91.1% | -30.4% | +23.7% |
| 10Y | +237.8% | +144.0% | +93.7% | +127.2% |
| All | +559.1% | +160.9% | +398.3% | +318.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling