+243.1%
SCHD vs WM
+303.2%
-60.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -2.6% | -1.2% | -1.4% | -2.1% |
| 30D | -0.3% | -4.5% | +4.2% | +2.0% |
| 3M | +6.1% | -2.2% | +8.3% | +6.9% |
| 6M | +11.7% | -11.5% | +23.2% | +18.0% |
| YTD | +26.3% | -0.7% | +27.0% | +25.6% |
| 1Y | +28.8% | +0.3% | +28.4% | +27.0% |
| 3Y | +55.0% | +44.2% | +10.8% | +21.8% |
| 5Y | +60.0% | +51.6% | +8.4% | +19.6% |
| 10Y | +243.1% | +310.4% | -67.3% | +53.4% |
| All | +243.1% | +303.2% | -60.1% | +53.4% |
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