+553.6%
SCHD vs WY
+129.9%
+423.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.0% | -4.2% | +2.2% | -0.5% |
| 30D | -0.4% | -10.1% | +9.7% | +3.4% |
| 3M | +5.7% | -8.5% | +14.2% | +8.7% |
| 6M | +11.9% | -3.3% | +15.2% | +12.5% |
| YTD | +26.4% | -4.4% | +30.8% | +27.2% |
| 1Y | +27.6% | -11.5% | +39.1% | +31.8% |
| 3Y | +54.9% | -24.3% | +79.3% | +67.0% |
| 5Y | +60.9% | -21.3% | +82.2% | +68.3% |
| 10Y | +243.4% | +7.0% | +236.4% | +197.1% |
| All | +553.6% | +129.9% | +423.7% | +304.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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