+257.7%
SCHD vs WM
+331.3%
-73.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.0% |
| 7D | +1.4% | +1.2% | +0.3% | +0.8% |
| 30D | +7.7% | +15.2% | -7.6% | +0.2% |
| 3M | +5.7% | +8.3% | -2.6% | +1.4% |
| 6M | +14.9% | +13.1% | +1.8% | +7.4% |
| YTD | +34.2% | +12.5% | +21.7% | +25.2% |
| 1Y | +36.8% | +21.8% | +15.0% | +22.3% |
| 3Y | +73.2% | +48.8% | +24.4% | +34.9% |
| 5Y | +62.8% | +62.1% | +0.7% | +18.5% |
| All | +257.7% | +331.3% | -73.6% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling