+1,117.7%
SCHG vs WPM
+1,111.8%
+5.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.8% |
| 7D | -0.9% | +3.9% | -4.8% | -1.3% |
| 30D | -2.3% | +17.7% | -20.0% | -4.4% |
| 3M | +4.5% | +39.4% | -34.9% | 0.0% |
| 6M | +13.6% | +6.4% | +7.1% | +11.9% |
| YTD | +7.6% | +34.0% | -26.4% | +2.7% |
| 1Y | +13.0% | +50.5% | -37.5% | +6.1% |
| 3Y | +87.0% | +280.3% | -193.3% | +54.9% |
| 5Y | +82.9% | +266.3% | -183.5% | +50.6% |
| 10Y | +453.6% | +550.8% | -97.2% | +319.0% |
| All | +1,117.7% | +1,111.8% | +5.9% | +614.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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