+1,618.8%
GWW vs SCHG
+1,132.2%
+486.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.1% |
| 7D | -3.4% | -1.0% | -2.3% | -2.6% |
| 30D | -1.9% | -1.3% | -0.6% | -1.1% |
| 3M | -2.4% | +5.4% | -7.8% | -6.3% |
| 6M | +15.7% | +14.4% | +1.3% | +4.4% |
| YTD | +27.6% | +8.0% | +19.6% | +19.8% |
| 1Y | +27.2% | +12.7% | +14.5% | +15.4% |
| 3Y | +89.7% | +85.6% | +4.1% | +15.9% |
| 5Y | +223.9% | +85.5% | +138.4% | +92.0% |
| 10Y | +567.1% | +456.0% | +111.1% | +44.4% |
| All | +1,618.8% | +1,132.2% | +486.5% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling