+553.0%
SCHD vs WEC
+437.9%
+115.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.6% | +0.4% | -3.0% | -2.8% |
| 30D | -0.3% | +0.9% | -1.2% | -0.7% |
| 3M | +6.1% | -5.3% | +11.4% | +8.1% |
| 6M | +11.7% | -6.6% | +18.3% | +14.3% |
| YTD | +26.3% | +3.3% | +23.1% | +24.4% |
| 1Y | +28.8% | +2.1% | +26.7% | +27.2% |
| 3Y | +55.0% | +39.6% | +15.5% | +35.0% |
| 5Y | +60.0% | +31.2% | +28.9% | +41.2% |
| 10Y | +243.1% | +148.4% | +94.7% | +138.5% |
| All | +553.0% | +437.9% | +115.1% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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