+255.9%
SCHD vs WM
+329.9%
-73.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | +0.8% | +1.2% | -0.4% | +0.2% |
| 30D | +8.4% | +13.7% | -5.2% | +1.6% |
| 3M | +5.6% | +5.2% | +0.4% | +2.8% |
| 6M | +15.1% | +11.2% | +3.9% | +8.5% |
| YTD | +33.8% | +9.4% | +24.4% | +26.6% |
| 1Y | +38.5% | +20.4% | +18.1% | +24.5% |
| 3Y | +72.7% | +44.7% | +28.0% | +36.5% |
| 5Y | +63.1% | +58.5% | +4.6% | +19.9% |
| 10Y | +255.9% | +326.4% | -70.4% | +56.6% |
| All | +255.9% | +329.9% | -73.9% | +56.6% |
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