+85.6%
SCHG vs WTW
+61.9%
+23.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.0% | -5.7% | +4.7% | -0.7% |
| 30D | -1.3% | -7.3% | +6.0% | -0.8% |
| 3M | +5.4% | +21.5% | -16.0% | +4.1% |
| 6M | +14.4% | +9.6% | +4.8% | +13.8% |
| YTD | +8.0% | -3.3% | +11.3% | +8.6% |
| 1Y | +12.7% | -6.1% | +18.9% | +13.8% |
| 3Y | +85.6% | +61.8% | +23.8% | +84.3% |
| All | +85.6% | +61.9% | +23.7% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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