+579.1%
SCHD vs WM
+915.1%
-336.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.3% |
| 7D | -1.7% | +1.2% | -2.9% | -2.3% |
| 30D | +7.7% | +13.1% | -5.4% | +1.2% |
| 3M | +5.2% | +3.6% | +1.6% | +3.1% |
| 6M | +12.9% | +8.1% | +4.8% | +7.9% |
| YTD | +31.4% | +8.9% | +22.5% | +24.6% |
| 1Y | +37.3% | +20.3% | +16.9% | +23.6% |
| 3Y | +68.3% | +46.2% | +22.1% | +33.4% |
| 5Y | +59.9% | +59.9% | 0.0% | +18.5% |
| 10Y | +260.8% | +345.6% | -84.8% | +53.8% |
| All | +579.1% | +915.1% | -336.0% | +94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling