+1,112.5%
SCHG vs WCN
+1,129.7%
-17.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.1% |
| 7D | -2.7% | -4.4% | +1.7% | -0.5% |
| 30D | -2.2% | -4.4% | +2.2% | 0.0% |
| 3M | +6.2% | +0.5% | +5.7% | +5.3% |
| 6M | +13.4% | -3.3% | +16.6% | +13.9% |
| YTD | +7.1% | -8.5% | +15.6% | +10.3% |
| 1Y | +12.5% | -8.9% | +21.5% | +15.7% |
| 3Y | +86.2% | +18.0% | +68.1% | +62.3% |
| 5Y | +83.9% | +25.0% | +58.9% | +53.7% |
| 10Y | +451.3% | +234.7% | +216.5% | +171.5% |
| All | +1,112.5% | +1,129.7% | -17.2% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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