+1,122.9%
SCHG vs WTW
+514.5%
+608.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -1.0% | -5.7% | +4.7% | +1.4% |
| 30D | -1.3% | -7.3% | +6.0% | +1.7% |
| 3M | +5.4% | +21.5% | -16.0% | -3.6% |
| 6M | +14.4% | +9.6% | +4.8% | +8.4% |
| YTD | +8.0% | -3.3% | +11.3% | +7.2% |
| 1Y | +12.7% | -6.1% | +18.9% | +13.0% |
| 3Y | +85.6% | +61.8% | +23.8% | +39.6% |
| 5Y | +85.5% | +42.7% | +42.8% | +47.3% |
| 10Y | +456.0% | +197.2% | +258.8% | +196.6% |
| All | +1,122.9% | +514.5% | +608.4% | +345.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling