+1,112.5%
SCHG vs WY
+142.3%
+970.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | +0.6% |
| 7D | -2.7% | -3.7% | +0.9% | -1.3% |
| 30D | -2.2% | -11.3% | +9.1% | +2.3% |
| 3M | +6.2% | -8.1% | +14.3% | +9.1% |
| 6M | +13.4% | -7.4% | +20.8% | +15.7% |
| YTD | +7.1% | -4.7% | +11.8% | +7.5% |
| 1Y | +12.5% | -9.2% | +21.7% | +14.7% |
| 3Y | +86.2% | -24.7% | +110.9% | +100.0% |
| 5Y | +83.9% | -21.6% | +105.5% | +93.2% |
| 10Y | +451.3% | +6.7% | +444.6% | +366.6% |
| All | +1,112.5% | +142.3% | +970.2% | +566.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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