+566.6%
SCHD vs WM
+836.7%
-270.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | +3.4% | -2.4% | +5.8% | +4.6% |
| 3M | +7.6% | +0.4% | +7.2% | +7.0% |
| 6M | +12.2% | -9.5% | +21.6% | +17.1% |
| YTD | +29.0% | +0.5% | +28.5% | +27.5% |
| 1Y | +30.3% | -1.1% | +31.4% | +29.5% |
| 3Y | +56.1% | +46.0% | +10.1% | +23.1% |
| 5Y | +60.4% | +51.8% | +8.6% | +21.7% |
| 10Y | +241.3% | +307.5% | -66.2% | +52.2% |
| All | +566.6% | +836.7% | -270.1% | +98.8% |
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