+83.9%
SCHG vs WST
-24.9%
+108.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.9% |
| 7D | -2.7% | +0.4% | -3.2% | -2.8% |
| 30D | -2.2% | -2.0% | -0.2% | -1.8% |
| 3M | +6.2% | +4.1% | +2.1% | +5.1% |
| 6M | +13.4% | +47.4% | -34.1% | +4.1% |
| YTD | +7.1% | +25.4% | -18.3% | +1.5% |
| 1Y | +12.5% | +35.3% | -22.8% | +4.4% |
| 3Y | +86.2% | -11.7% | +97.9% | +82.7% |
| 5Y | +83.9% | -24.0% | +107.9% | +86.0% |
| All | +83.9% | -24.9% | +108.9% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling