+566.6%
SCHD vs WMB
+564.4%
+2.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +3.4% | +3.3% | +0.2% | +2.7% |
| 3M | +7.6% | +3.1% | +4.5% | +6.8% |
| 6M | +12.2% | -0.7% | +12.9% | +12.0% |
| YTD | +29.0% | +25.2% | +3.8% | +22.9% |
| 1Y | +30.3% | +32.9% | -2.6% | +22.5% |
| 3Y | +56.1% | +140.6% | -84.4% | +29.8% |
| 5Y | +60.4% | +273.5% | -213.0% | +22.3% |
| 10Y | +241.3% | +334.2% | -92.9% | +143.6% |
| All | +566.6% | +564.4% | +2.2% | +248.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling