+89.7%
GWW vs SCHG
+86.3%
+3.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -3.4% | -1.0% | -2.3% | -2.9% |
| 30D | -1.9% | -1.3% | -0.6% | -1.4% |
| 3M | -2.4% | +5.4% | -7.8% | -4.8% |
| 6M | +15.7% | +14.4% | +1.3% | +8.3% |
| YTD | +27.6% | +8.0% | +19.6% | +22.6% |
| 1Y | +27.2% | +12.7% | +14.5% | +19.5% |
| 3Y | +89.7% | +85.6% | +4.1% | +35.6% |
| All | +89.7% | +86.3% | +3.4% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling