+553.8%
WAT vs SCHG
+1,135.4%
-581.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -0.9% |
| 7D | -0.7% | -0.1% | -0.7% | -0.7% |
| 30D | -1.0% | -1.5% | +0.5% | +0.3% |
| 3M | +10.9% | +4.4% | +6.5% | +6.8% |
| 6M | +33.2% | +15.7% | +17.5% | +18.0% |
| YTD | +6.1% | +8.3% | -2.2% | -1.0% |
| 1Y | +30.2% | +14.2% | +16.0% | +16.0% |
| 3Y | +52.9% | +88.3% | -35.4% | -12.2% |
| 5Y | -5.1% | +83.5% | -88.6% | -45.6% |
| 10Y | +152.6% | +444.2% | -291.6% | -53.0% |
| All | +553.8% | +1,135.4% | -581.6% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling