+455.8%
SCHD vs WDAY
+287.2%
+168.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.6% | -7.4% | +4.8% | -1.5% |
| 30D | -0.3% | +1.0% | -1.3% | -0.8% |
| 3M | +6.1% | +32.7% | -26.6% | +0.8% |
| 6M | +11.7% | +25.6% | -13.9% | +6.3% |
| YTD | +26.3% | -13.4% | +39.7% | +27.1% |
| 1Y | +28.8% | -19.4% | +48.1% | +30.7% |
| 3Y | +55.0% | -25.8% | +80.8% | +56.8% |
| 5Y | +60.0% | -31.1% | +91.1% | +59.8% |
| 10Y | +243.1% | +113.3% | +129.8% | +179.6% |
| All | +455.8% | +287.2% | +168.6% | +334.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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