+1,112.5%
SCHG vs WSM
+3,023.2%
-1,910.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | 0.0% |
| 7D | -2.7% | +0.4% | -3.2% | -2.9% |
| 30D | -2.2% | -10.7% | +8.5% | +0.5% |
| 3M | +6.2% | +8.5% | -2.3% | +3.8% |
| 6M | +13.4% | +19.6% | -6.3% | +7.8% |
| YTD | +7.1% | +26.6% | -19.5% | +0.1% |
| 1Y | +12.5% | +12.0% | +0.6% | +8.1% |
| 3Y | +86.2% | +226.6% | -140.5% | +29.9% |
| 5Y | +83.9% | +174.1% | -90.2% | +29.6% |
| 10Y | +451.3% | +1,052.9% | -601.7% | +141.8% |
| All | +1,112.5% | +3,023.2% | -1,910.8% | +281.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling