+447.8%
SCHG vs WST
+344.2%
+103.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -1.0% | +1.8% | -2.9% | -1.5% |
| 30D | -1.3% | -1.7% | +0.5% | -0.9% |
| 3M | +5.4% | +4.9% | +0.6% | +3.9% |
| 6M | +14.4% | +45.5% | -31.1% | +2.5% |
| YTD | +8.0% | +26.1% | -18.1% | +0.3% |
| 1Y | +12.7% | +31.7% | -19.0% | +2.9% |
| 3Y | +85.6% | -12.1% | +97.7% | +78.5% |
| 5Y | +85.5% | -23.6% | +109.1% | +82.9% |
| All | +447.8% | +344.2% | +103.6% | +186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling