+238.6%
SCHD vs W
+158.6%
+80.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.3% |
| 7D | -2.0% | -0.9% | -1.1% | -1.9% |
| 30D | -0.4% | -4.2% | +3.8% | -0.1% |
| 3M | +5.7% | +26.9% | -21.2% | +2.8% |
| 6M | +11.9% | +31.2% | -19.4% | +7.9% |
| YTD | +26.4% | -1.8% | +28.3% | +24.6% |
| 1Y | +27.6% | +9.3% | +18.3% | +23.8% |
| 3Y | +54.9% | +33.2% | +21.7% | +41.4% |
| 5Y | +60.9% | -62.4% | +123.3% | +53.3% |
| All | +238.6% | +158.6% | +80.1% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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