+85.6%
SCHG vs WSM
+230.1%
-144.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.6% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -1.3% | -7.7% | +6.5% | +0.3% |
| 3M | +5.4% | +3.8% | +1.7% | +4.5% |
| 6M | +14.4% | +22.7% | -8.3% | +9.5% |
| YTD | +8.0% | +28.0% | -20.0% | +2.3% |
| 1Y | +12.7% | +12.7% | 0.0% | +9.1% |
| 3Y | +85.6% | +231.3% | -145.7% | +46.5% |
| All | +85.6% | +230.1% | -144.5% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling