+595.5%
SCHD vs WM
+932.4%
-336.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.1% |
| 7D | -0.5% | +0.8% | -1.3% | -0.9% |
| 30D | +8.3% | +13.8% | -5.5% | +1.5% |
| 3M | +5.9% | +6.4% | -0.4% | +2.5% |
| 6M | +15.3% | +13.2% | +2.1% | +7.8% |
| YTD | +34.5% | +10.8% | +23.8% | +26.6% |
| 1Y | +37.2% | +20.2% | +17.0% | +23.6% |
| 3Y | +73.6% | +46.5% | +27.2% | +37.6% |
| 5Y | +63.7% | +61.3% | +2.4% | +20.9% |
| 10Y | +258.1% | +324.8% | -66.7% | +56.1% |
| All | +595.5% | +932.4% | -336.9% | +97.3% |
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