+60.3%
SCHD vs WAT
-5.3%
+65.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -3.1% | -2.9% | -0.2% | -2.5% |
| 30D | -0.8% | -3.2% | +2.4% | -0.2% |
| 3M | +6.2% | +10.6% | -4.4% | +3.8% |
| 6M | +11.8% | +34.0% | -22.2% | +4.1% |
| YTD | +26.0% | +5.7% | +20.2% | +23.3% |
| 1Y | +28.1% | +37.1% | -8.9% | +17.5% |
| 3Y | +54.6% | +52.4% | +2.2% | +33.7% |
| 5Y | +60.3% | -4.4% | +64.7% | +49.8% |
| All | +60.3% | -5.3% | +65.6% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 5y: compounded portfolio wealth divided by compounded WAT 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…
5y analysis · Full analysis span regression · 6 months rolling