+29.9%
GWW vs SCHG
+16.6%
+13.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | +3.3% | +0.2% | +3.0% | +3.2% |
| 3M | +2.9% | +2.2% | +0.7% | +2.3% |
| 6M | +15.8% | +15.0% | +0.8% | +9.5% |
| YTD | +32.0% | +9.2% | +22.9% | +26.0% |
| 1Y | +29.9% | +15.7% | +14.2% | +20.3% |
| All | +29.9% | +16.6% | +13.3% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling