+369.7%
SCHD vs NWSA
+120.6%
+249.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -3.1% | -4.8% | +1.6% | -1.6% |
| 30D | -0.8% | +3.0% | -3.8% | -1.8% |
| 3M | +6.2% | +9.3% | -3.1% | +2.9% |
| 6M | +11.8% | +23.2% | -11.4% | +4.0% |
| YTD | +26.0% | +13.3% | +12.6% | +19.9% |
| 1Y | +28.1% | +2.9% | +25.2% | +25.5% |
| 3Y | +54.6% | +43.3% | +11.3% | +34.4% |
| 5Y | +60.3% | +40.9% | +19.4% | +36.5% |
| 10Y | +242.1% | +148.1% | +94.0% | +125.3% |
| All | +369.7% | +120.6% | +249.1% | +217.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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