+559.1%
SCHD vs WAT
+430.0%
+129.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | +1.5% | -1.0% | +2.5% | +1.7% |
| 3M | +7.4% | +10.9% | -3.5% | +3.8% |
| 6M | +12.4% | +33.2% | -20.8% | +1.8% |
| YTD | +27.5% | +6.1% | +21.4% | +23.3% |
| 1Y | +30.0% | +30.2% | -0.2% | +17.2% |
| 3Y | +56.5% | +52.9% | +3.6% | +28.0% |
| 5Y | +60.7% | -5.1% | +65.8% | +52.5% |
| 10Y | +237.8% | +152.6% | +85.1% | +113.4% |
| All | +559.1% | +430.0% | +129.1% | +217.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling