+583.9%
SCHD vs SW
+991.5%
-407.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.1% |
| 7D | -0.5% | +4.7% | -5.2% | -0.8% |
| 30D | +7.8% | +5.0% | +2.8% | +7.5% |
| 3M | +6.1% | -7.3% | +13.5% | +6.6% |
| 6M | +13.6% | +15.0% | -1.4% | +12.4% |
| YTD | +32.3% | +18.5% | +13.8% | +30.5% |
| 1Y | +38.0% | +27.1% | +10.9% | +35.5% |
| 3Y | +68.8% | +49.3% | +19.4% | +64.0% |
| 5Y | +61.0% | -1.6% | +62.6% | +57.3% |
| 10Y | +263.4% | +185.4% | +78.0% | +242.1% |
| All | +583.9% | +991.5% | -407.7% | +564.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling