+238.6%
SCHD vs WMB
+307.8%
-69.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -2.0% | -1.0% | -0.9% | -1.7% |
| 30D | -0.4% | -0.4% | 0.0% | -0.4% |
| 3M | +5.7% | +3.2% | +2.5% | +4.3% |
| 6M | +11.9% | +0.1% | +11.8% | +11.2% |
| YTD | +26.4% | +23.9% | +2.6% | +17.7% |
| 1Y | +27.6% | +27.6% | 0.0% | +17.4% |
| 3Y | +54.9% | +141.9% | -87.0% | +14.9% |
| 5Y | +60.9% | +273.8% | -212.8% | +3.4% |
| All | +238.6% | +307.8% | -69.2% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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