+656.2%
WMT vs SCHD
+550.6%
+105.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -2.5% | -3.1% | +0.6% | -0.6% |
| 30D | -6.4% | -0.8% | -5.6% | -5.9% |
| 3M | -12.1% | +6.2% | -18.3% | -15.1% |
| 6M | -15.0% | +11.8% | -26.8% | -20.3% |
| YTD | -4.5% | +26.0% | -30.5% | -16.5% |
| 1Y | +6.2% | +28.1% | -22.0% | -8.2% |
| 3Y | +99.9% | +54.6% | +45.3% | +53.4% |
| 5Y | +131.4% | +60.3% | +71.1% | +72.5% |
| 10Y | +433.2% | +242.1% | +191.1% | +134.0% |
| All | +656.2% | +550.6% | +105.6% | +126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling