+447.8%
SCHG vs WCC
+541.6%
-93.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.9% | -0.1% |
| 7D | -1.0% | +1.5% | -2.6% | -1.5% |
| 30D | -1.3% | -2.1% | +0.9% | -1.0% |
| 3M | +5.4% | +3.8% | +1.6% | +3.7% |
| 6M | +14.4% | +35.0% | -20.6% | +4.4% |
| YTD | +8.0% | +46.4% | -38.3% | -3.9% |
| 1Y | +12.7% | +63.0% | -50.3% | -3.0% |
| 3Y | +85.6% | +133.9% | -48.3% | +38.7% |
| 5Y | +85.5% | +226.5% | -141.0% | +22.5% |
| All | +447.8% | +541.6% | -93.8% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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