Electrodermal activity (EDA) is a measure of sympathetic arousal that has been linked to depression in laboratory experiments. However, the inability to measure EDA passively over time and in the real-world has limited conclusions that can be drawn about EDA as an indicator of mental health status outside of controlled settings. Recent smartwatches have begun to incorporate wrist-worn continuous EDA sensors that enable longitudinal measurement of sympathetic arousal in every-day life. This work (N=237, 4-week observation period) examines the association between passively collected, diurnal variations in EDA and symptoms of depression, anxiety and perceived stress in a large community sample. Subjects who exhibited elevated depressive and anxiety symptoms had higher tonic EDA, skin temperature, and heart rate, despite not engaging in greater physical activity, compared to those that were not depressed or anxious. In contrast, subjects who exhibited elevated stress only exhibited higher skin temperature. Most strikingly, differences in EDA between those with high versus low symptoms were most prominent during the early morning. We did not observe amplitude or phase differences in the diurnal patterns. Our work suggests that electrodermal sensors may be practical and useful in measuring the physiological correlates of mental health symptoms in free-living contexts and that recent consumer smartwatches might be a tool for doing so.