+553.0%
SCHD vs WCC
+770.7%
-217.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -2.6% | +6.8% | -9.4% | -4.1% |
| 30D | -0.3% | -3.0% | +2.7% | +0.2% |
| 3M | +6.1% | +0.2% | +5.9% | +5.1% |
| 6M | +11.7% | +33.2% | -21.4% | +3.1% |
| YTD | +26.3% | +45.8% | -19.5% | +13.7% |
| 1Y | +28.8% | +68.4% | -39.6% | +11.5% |
| 3Y | +55.0% | +131.1% | -76.1% | +19.0% |
| 5Y | +60.0% | +225.6% | -165.6% | +7.8% |
| 10Y | +243.1% | +534.2% | -291.0% | +74.6% |
| All | +553.0% | +770.7% | -217.7% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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