+148.7%
SCHD vs TW
+211.2%
-62.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | -0.3% | -0.6% | +0.3% | -0.2% |
| 3M | +6.1% | +3.4% | +2.7% | +5.0% |
| 6M | +11.7% | -18.4% | +30.2% | +15.9% |
| YTD | +26.3% | -3.9% | +30.2% | +26.2% |
| 1Y | +28.8% | -13.3% | +42.1% | +31.4% |
| 3Y | +55.0% | +20.8% | +34.2% | +43.8% |
| 5Y | +60.0% | +20.3% | +39.8% | +45.6% |
| All | +148.7% | +211.2% | -62.5% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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