+60.2%
SCHD vs WMB
+270.3%
-210.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.4% |
| 6M | +11.9% | +0.1% | +11.8% | +11.3% |
| YTD | +26.4% | +23.9% | +2.6% | +17.7% |
| 1Y | +27.6% | +27.6% | 0.0% | +17.3% |
| 3Y | +54.9% | +141.9% | -87.0% | +10.8% |
| All | +60.2% | +270.3% | -210.1% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling