+553.0%
SCHD vs WCN
+702.7%
-149.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.4% |
| 7D | -2.6% | -1.7% | -0.9% | -1.9% |
| 30D | -0.3% | -3.0% | +2.7% | +0.9% |
| 3M | +6.1% | +2.5% | +3.5% | +4.8% |
| 6M | +11.7% | -5.7% | +17.4% | +13.8% |
| YTD | +26.3% | -7.4% | +33.8% | +29.4% |
| 1Y | +28.8% | -8.6% | +37.4% | +32.3% |
| 3Y | +55.0% | +19.4% | +35.7% | +39.6% |
| 5Y | +60.0% | +27.2% | +32.8% | +38.2% |
| 10Y | +243.1% | +238.5% | +4.6% | +102.3% |
| All | +553.0% | +702.7% | -149.7% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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