+238.6%
SCHD vs FWONK
+340.2%
-101.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.0% | +0.1% | -2.0% | -2.0% |
| 30D | -0.4% | -7.7% | +7.3% | +1.4% |
| 3M | +5.7% | +5.7% | 0.0% | +4.2% |
| 6M | +11.9% | +13.5% | -1.6% | +8.1% |
| YTD | +26.4% | -3.0% | +29.4% | +26.6% |
| 1Y | +27.6% | -6.4% | +34.0% | +28.7% |
| 3Y | +54.9% | +43.8% | +11.1% | +38.3% |
| 5Y | +60.9% | +98.6% | -37.6% | +30.1% |
| All | +238.6% | +340.2% | -101.6% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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