+85.6%
SCHG vs WU
-28.7%
+114.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -1.0% | -3.5% | +2.4% | -0.6% |
| 30D | -1.3% | -2.9% | +1.7% | -0.9% |
| 3M | +5.4% | -2.3% | +7.7% | +4.8% |
| 6M | +14.4% | -25.4% | +39.8% | +18.8% |
| YTD | +8.0% | -21.2% | +29.2% | +11.0% |
| 1Y | +12.7% | -8.9% | +21.6% | +12.2% |
| 3Y | +85.6% | -29.0% | +114.6% | +89.6% |
| All | +85.6% | -28.7% | +114.3% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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