+551.1%
SCHD vs GWW
+880.8%
-329.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -3.1% | -3.1% | 0.0% | -2.1% |
| 30D | -0.8% | -2.3% | +1.5% | -0.1% |
| 3M | +6.2% | -3.3% | +9.5% | +7.1% |
| 6M | +11.8% | +15.4% | -3.6% | +5.9% |
| YTD | +26.0% | +26.7% | -0.8% | +15.2% |
| 1Y | +28.1% | +29.0% | -0.8% | +16.3% |
| 3Y | +54.6% | +89.0% | -34.4% | +21.3% |
| 5Y | +60.3% | +221.8% | -161.5% | +2.7% |
| 10Y | +242.1% | +562.7% | -320.6% | +69.8% |
| All | +551.1% | +880.8% | -329.7% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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