+1,188.5%
WDC vs SCHD
+244.5%
+944.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.5% |
| 7D | -4.3% | -2.0% | -2.4% | -1.8% |
| 30D | -1.5% | -0.4% | -1.1% | -1.5% |
| 3M | -15.5% | +5.7% | -21.2% | -23.9% |
| 6M | +66.5% | +11.9% | +54.6% | +38.6% |
| YTD | +159.9% | +26.4% | +133.4% | +81.7% |
| 1Y | +366.0% | +27.6% | +338.3% | +219.1% |
| 3Y | +1,285.8% | +54.9% | +1,230.9% | +607.6% |
| 5Y | +925.6% | +60.9% | +864.6% | +409.3% |
| All | +1,188.5% | +244.5% | +944.0% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 10y: compounded portfolio wealth divided by compounded SCHD 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…
10y analysis · Full analysis span regression · 6 months rolling