+502.5%
SCHD vs GWRE
+741.3%
-238.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -2.0% | -13.2% | +11.3% | +0.1% |
| 30D | -0.4% | -18.6% | +18.2% | +2.1% |
| 3M | +5.7% | +18.9% | -13.2% | +1.8% |
| 6M | +11.9% | -11.0% | +22.8% | +11.5% |
| YTD | +26.4% | -29.9% | +56.3% | +30.4% |
| 1Y | +27.6% | -44.3% | +72.0% | +36.7% |
| 3Y | +54.9% | +51.7% | +3.3% | +35.2% |
| 5Y | +60.9% | +15.4% | +45.5% | +44.4% |
| 10Y | +243.4% | +129.4% | +114.0% | +169.9% |
| All | +502.5% | +741.3% | -238.9% | +337.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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