+140.0%
WBD vs SCHG
+16.6%
+123.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.1% |
| 7D | -1.8% | -0.7% | -1.1% | -1.5% |
| 30D | +8.8% | +0.2% | +8.6% | +8.7% |
| 3M | +4.6% | +2.2% | +2.4% | +3.8% |
| 6M | +1.1% | +15.0% | -13.9% | -4.9% |
| YTD | -2.0% | +9.2% | -11.1% | -4.2% |
| 1Y | +140.0% | +15.7% | +124.3% | +88.8% |
| All | +140.0% | +16.6% | +123.4% | +88.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling