+1,117.7%
SCHG vs WCC
+1,238.7%
-121.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | -0.9% | +6.8% | -7.7% | -2.7% |
| 30D | -2.3% | -3.0% | +0.7% | -1.7% |
| 3M | +4.5% | +0.2% | +4.3% | +3.6% |
| 6M | +13.6% | +33.2% | -19.6% | +3.0% |
| YTD | +7.6% | +45.8% | -38.2% | -5.4% |
| 1Y | +13.0% | +68.4% | -55.3% | -5.1% |
| 3Y | +87.0% | +131.1% | -44.1% | +36.1% |
| 5Y | +82.9% | +225.6% | -142.8% | +15.3% |
| 10Y | +453.6% | +534.2% | -80.5% | +150.9% |
| All | +1,117.7% | +1,238.7% | -121.0% | +281.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling