+1,117.7%
SCHG vs WU
-22.5%
+1,140.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -0.9% | -4.9% | +4.1% | +0.7% |
| 30D | -2.3% | -1.3% | -1.0% | -2.0% |
| 3M | +4.5% | -3.6% | +8.1% | +4.1% |
| 6M | +13.6% | -24.3% | +37.9% | +22.3% |
| YTD | +7.6% | -21.1% | +28.7% | +13.9% |
| 1Y | +13.0% | -10.3% | +23.4% | +13.6% |
| 3Y | +87.0% | -28.4% | +115.3% | +98.5% |
| 5Y | +82.9% | -51.2% | +134.1% | +119.0% |
| 10Y | +453.6% | -39.6% | +493.3% | +487.7% |
| All | +1,117.7% | -22.5% | +1,140.2% | +950.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling