+1,112.5%
SCHG vs WAB
+1,359.5%
-247.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -2.2% | -5.9% | +3.6% | 0.0% |
| 3M | +6.2% | +9.4% | -3.2% | +1.9% |
| 6M | +13.4% | +13.8% | -0.5% | +6.8% |
| YTD | +7.1% | +31.8% | -24.7% | -4.9% |
| 1Y | +12.5% | +48.5% | -36.0% | -4.8% |
| 3Y | +86.2% | +167.0% | -80.8% | +25.0% |
| 5Y | +83.9% | +222.3% | -138.4% | +14.3% |
| 10Y | +451.3% | +289.6% | +161.6% | +183.8% |
| All | +1,112.5% | +1,359.5% | -247.0% | +204.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling