+553.6%
SCHD vs WTW
+319.5%
+234.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.0% | -5.7% | +3.8% | +0.1% |
| 30D | -0.4% | -7.3% | +6.8% | +2.2% |
| 3M | +5.7% | +21.5% | -15.7% | -1.8% |
| 6M | +11.9% | +9.6% | +2.3% | +7.1% |
| YTD | +26.4% | -3.3% | +29.7% | +26.0% |
| 1Y | +27.6% | -6.1% | +33.7% | +28.4% |
| 3Y | +54.9% | +61.8% | -6.9% | +24.0% |
| 5Y | +60.9% | +42.7% | +18.3% | +33.6% |
| 10Y | +243.4% | +197.2% | +46.2% | +112.5% |
| All | +553.6% | +319.5% | +234.1% | +260.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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