+447.8%
SCHG vs NWSA
+149.4%
+298.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.0% | -2.8% | +1.8% | +0.1% |
| 30D | -1.3% | +3.0% | -4.3% | -2.4% |
| 3M | +5.4% | +12.3% | -6.9% | +0.3% |
| 6M | +14.4% | +21.9% | -7.4% | +5.1% |
| YTD | +8.0% | +13.6% | -5.5% | +1.6% |
| 1Y | +12.7% | +0.5% | +12.2% | +11.0% |
| 3Y | +85.6% | +43.8% | +41.9% | +57.1% |
| 5Y | +85.5% | +41.2% | +44.3% | +54.5% |
| All | +447.8% | +149.4% | +298.5% | +246.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling