+0.2%
SW vs SCHG
+72.9%
-72.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.6% |
| 7D | -2.6% | -0.9% | -1.7% | -2.2% |
| 30D | +7.2% | -5.9% | +13.1% | +10.5% |
| 3M | -10.5% | -3.4% | -7.1% | -9.0% |
| 6M | +9.9% | +1.1% | +8.8% | +9.1% |
| YTD | +17.2% | +5.9% | +11.4% | +13.4% |
| 1Y | +26.5% | +4.6% | +21.9% | +23.1% |
| 3Y | +47.7% | +80.6% | -33.0% | +12.0% |
| 5Y | +0.2% | +73.9% | -73.7% | -23.8% |
| All | +0.2% | +72.9% | -72.7% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 5y: compounded portfolio wealth divided by compounded SCHG 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…
5y analysis · Full analysis span regression · 6 months rolling