+1,117.7%
SCHG vs BBWI
+161.0%
+956.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.6% | +0.5% |
| 7D | -0.9% | -4.4% | +3.5% | -0.1% |
| 30D | -2.3% | -7.4% | +5.1% | -1.2% |
| 3M | +4.5% | -2.2% | +6.7% | +4.2% |
| 6M | +13.6% | -16.3% | +29.9% | +15.5% |
| YTD | +7.6% | -9.1% | +16.7% | +7.2% |
| 1Y | +13.0% | -34.5% | +47.6% | +18.6% |
| 3Y | +87.0% | -47.0% | +133.9% | +96.6% |
| 5Y | +82.9% | -68.8% | +151.7% | +106.7% |
| 10Y | +453.6% | -57.4% | +511.0% | +441.3% |
| All | +1,117.7% | +161.0% | +956.6% | +445.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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