+1,117.7%
SCHG vs WWD
+1,362.5%
-244.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -0.9% | +0.6% | -1.5% | -1.1% |
| 30D | -2.3% | -5.1% | +2.8% | -0.7% |
| 3M | +4.5% | -11.2% | +15.8% | +8.0% |
| 6M | +13.6% | -12.0% | +25.6% | +16.9% |
| YTD | +7.6% | +12.0% | -4.4% | +1.3% |
| 1Y | +13.0% | +42.8% | -29.8% | -2.7% |
| 3Y | +87.0% | +168.9% | -82.0% | +26.9% |
| 5Y | +82.9% | +192.2% | -109.4% | +18.4% |
| 10Y | +453.6% | +495.3% | -41.6% | +153.0% |
| All | +1,117.7% | +1,362.5% | -244.8% | +265.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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