+551.1%
SCHD vs ITW
+707.5%
-156.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -3.1% | -2.4% | -0.7% | -1.8% |
| 30D | -0.8% | -9.5% | +8.7% | +4.7% |
| 3M | +6.2% | +6.6% | -0.4% | +2.2% |
| 6M | +11.8% | -1.8% | +13.6% | +12.1% |
| YTD | +26.0% | +9.0% | +16.9% | +18.9% |
| 1Y | +28.1% | +3.6% | +24.6% | +24.2% |
| 3Y | +54.6% | +19.4% | +35.1% | +37.3% |
| 5Y | +60.3% | +36.4% | +23.9% | +30.0% |
| 10Y | +242.1% | +190.0% | +52.2% | +82.3% |
| All | +551.1% | +707.5% | -156.4% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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