+62.5%
SCHD vs SW
-2.3%
+64.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | -0.7% | +1.8% | -2.5% | -0.9% |
| 30D | +7.9% | +7.0% | +0.9% | +7.2% |
| 3M | +6.0% | -7.6% | +13.6% | +6.6% |
| 6M | +14.5% | +8.5% | +6.0% | +13.4% |
| YTD | +33.2% | +17.7% | +15.5% | +30.5% |
| 1Y | +38.1% | +27.1% | +11.0% | +34.4% |
| 3Y | +73.5% | +48.2% | +25.3% | +67.7% |
| 5Y | +62.5% | -2.3% | +64.8% | +53.5% |
| All | +62.5% | -2.3% | +64.8% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 5y: compounded portfolio wealth divided by compounded SW 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…
5y analysis · Full analysis span regression · 6 months rolling