+238.6%
SCHD vs SHW
+288.7%
-50.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.5% | -0.3% |
| 7D | -2.0% | -3.1% | +1.2% | -0.8% |
| 30D | -0.4% | -10.0% | +9.6% | +3.4% |
| 3M | +5.7% | +2.3% | +3.5% | +4.4% |
| 6M | +11.9% | +0.7% | +11.2% | +10.5% |
| YTD | +26.4% | +0.5% | +26.0% | +24.7% |
| 1Y | +27.6% | -11.5% | +39.1% | +31.8% |
| 3Y | +54.9% | +21.3% | +33.6% | +39.9% |
| 5Y | +60.9% | +12.5% | +48.4% | +46.0% |
| All | +238.6% | +288.7% | -50.1% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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