+553.6%
SCHD vs WSM
+1,690.1%
-1,136.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | -2.0% | -0.5% | -1.4% | -1.9% |
| 30D | -0.4% | -7.7% | +7.3% | +1.0% |
| 3M | +5.7% | +3.8% | +2.0% | +4.9% |
| 6M | +11.9% | +22.7% | -10.8% | +7.4% |
| YTD | +26.4% | +28.0% | -1.6% | +20.2% |
| 1Y | +27.6% | +12.7% | +14.9% | +23.8% |
| 3Y | +54.9% | +231.3% | -176.3% | +18.4% |
| 5Y | +60.9% | +177.2% | -116.3% | +23.1% |
| 10Y | +243.4% | +1,065.8% | -822.3% | +83.0% |
| All | +553.6% | +1,690.1% | -1,136.5% | +204.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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