+5.9%
SCHG vs WSM
+44.0%
-38.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.5% | -5.2% | +0.2% |
| 7D | -2.5% | +8.0% | -10.5% | -3.8% |
| 30D | -5.4% | +13.5% | -18.9% | -7.6% |
| 3M | -2.2% | +8.8% | -11.0% | -3.7% |
| 6M | +5.2% | +54.7% | -49.5% | -3.4% |
| YTD | +6.8% | +53.3% | -46.5% | -1.1% |
| 1Y | +5.9% | +41.1% | -35.2% | -1.0% |
| All | +5.9% | +44.0% | -38.1% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling