+1.3%
WAT vs SCHG
+84.3%
-83.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.1% |
| 7D | -0.3% | -1.0% | +0.8% | +0.4% |
| 30D | -1.9% | -1.3% | -0.6% | -1.0% |
| 3M | +13.5% | +5.4% | +8.1% | +9.6% |
| 6M | +37.2% | +14.4% | +22.8% | +25.7% |
| YTD | +7.5% | +8.0% | -0.5% | +2.0% |
| 1Y | +35.0% | +12.7% | +22.3% | +24.3% |
| 3Y | +55.1% | +85.6% | -30.5% | +0.8% |
| All | +1.3% | +84.3% | -83.0% | -37.0% |
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