+254.2%
SCHD vs SWK
+29.6%
+224.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.7% | +11.0% | -12.7% | -5.1% |
| 30D | +7.7% | +30.1% | -22.3% | -0.9% |
| 3M | +5.2% | +14.7% | -9.5% | +0.4% |
| 6M | +12.9% | +44.5% | -31.6% | -0.4% |
| YTD | +31.4% | +59.4% | -28.0% | +11.3% |
| 1Y | +37.3% | +77.5% | -40.3% | +12.0% |
| 3Y | +68.3% | +49.5% | +18.9% | +39.2% |
| 5Y | +59.9% | -24.9% | +84.8% | +63.6% |
| All | +254.2% | +29.6% | +224.6% | +193.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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