+299.8%
SCHD vs W
+177.7%
+122.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | -1.1% | +6.5% | -7.6% | -1.7% |
| 30D | +1.5% | -6.2% | +7.7% | +2.0% |
| 3M | +7.4% | +48.9% | -41.5% | +3.3% |
| 6M | +12.4% | +31.2% | -18.8% | +8.6% |
| YTD | +27.5% | -0.4% | +28.0% | +25.6% |
| 1Y | +30.0% | +14.8% | +15.2% | +25.9% |
| 3Y | +56.5% | +40.5% | +16.0% | +43.2% |
| 5Y | +60.7% | -62.1% | +122.8% | +52.7% |
| 10Y | +237.8% | +141.5% | +96.2% | +151.9% |
| All | +299.8% | +177.7% | +122.1% | +194.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling