+85.7%
SCHG vs BWA
+87.2%
-1.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.5% |
| 7D | -1.0% | -1.3% | +0.3% | -0.7% |
| 30D | -1.3% | -2.9% | +1.7% | -0.6% |
| 3M | +5.4% | -10.7% | +16.2% | +8.4% |
| 6M | +14.4% | +26.5% | -12.0% | +5.9% |
| YTD | +8.0% | +49.1% | -41.1% | -6.6% |
| 1Y | +12.7% | +52.1% | -39.3% | -3.5% |
| 3Y | +85.6% | +72.6% | +13.0% | +47.6% |
| All | +85.7% | +87.2% | -1.4% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 5y: compounded portfolio wealth divided by compounded BWA 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…
5y analysis · Full analysis span regression · 6 months rolling