+553.0%
SCHD vs WU
-13.5%
+566.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.7% |
| 7D | -2.6% | -4.9% | +2.3% | -1.1% |
| 30D | -0.3% | -1.3% | +1.0% | 0.0% |
| 3M | +6.1% | -3.6% | +9.7% | +5.9% |
| 6M | +11.7% | -24.3% | +36.0% | +19.8% |
| YTD | +26.3% | -21.1% | +47.4% | +33.3% |
| 1Y | +28.8% | -10.3% | +39.1% | +29.6% |
| 3Y | +55.0% | -28.4% | +83.4% | +65.0% |
| 5Y | +60.0% | -51.2% | +111.2% | +89.7% |
| 10Y | +243.1% | -39.6% | +282.8% | +275.8% |
| All | +553.0% | -13.5% | +566.5% | +511.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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