+112.2%
WDAY vs SCHG
+459.0%
-346.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.6% |
| 7D | -5.2% | -1.0% | -4.1% | -4.0% |
| 30D | +5.9% | -1.3% | +7.2% | +7.7% |
| 3M | +42.3% | +5.4% | +36.8% | +34.5% |
| 6M | +34.7% | +14.4% | +20.3% | +15.8% |
| YTD | -13.5% | +8.0% | -21.6% | -20.8% |
| 1Y | -18.1% | +12.7% | -30.8% | -28.7% |
| 3Y | -26.4% | +85.6% | -112.0% | -64.9% |
| 5Y | -30.6% | +85.5% | -116.1% | -66.7% |
| All | +112.2% | +459.0% | -346.8% | -77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling