+237.8%
SCHD vs SWK
+0.7%
+237.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.3% |
| 7D | -1.1% | +0.1% | -1.3% | -1.2% |
| 30D | +1.5% | -8.9% | +10.4% | +4.4% |
| 3M | +7.4% | +20.5% | -13.1% | +0.7% |
| 6M | +12.4% | +27.1% | -14.7% | +2.9% |
| YTD | +27.5% | +30.2% | -2.7% | +15.3% |
| 1Y | +30.0% | +24.8% | +5.2% | +18.6% |
| 3Y | +56.5% | +16.3% | +40.2% | +40.2% |
| 5Y | +60.7% | -40.1% | +100.8% | +77.1% |
| 10Y | +237.8% | +0.8% | +237.0% | +194.9% |
| All | +237.8% | +0.7% | +237.1% | +194.9% |
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