+447.8%
SCHG vs WAB
+296.8%
+151.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | -1.0% | +0.1% | -1.2% | -1.1% |
| 30D | -1.3% | -4.1% | +2.8% | +0.1% |
| 3M | +5.4% | +8.2% | -2.7% | +2.0% |
| 6M | +14.4% | +15.4% | -1.0% | +7.8% |
| YTD | +8.0% | +33.1% | -25.1% | -3.5% |
| 1Y | +12.7% | +48.1% | -35.3% | -3.2% |
| 3Y | +85.6% | +167.7% | -82.1% | +29.5% |
| 5Y | +85.5% | +225.7% | -140.2% | +20.8% |
| All | +447.8% | +296.8% | +151.0% | +201.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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