+113.2%
WDC vs SCHG
+5.5%
+107.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.3% | -8.0% | -9.1% |
| 7D | -18.3% | -2.5% | -15.8% | -14.1% |
| 30D | -26.7% | -5.4% | -21.2% | -18.1% |
| 3M | -40.9% | -2.2% | -38.8% | -38.5% |
| 6M | -26.8% | +5.2% | -31.9% | -33.9% |
| YTD | +88.2% | +6.8% | +81.4% | +68.2% |
| 1Y | +113.2% | +5.9% | +107.3% | +96.9% |
| All | +113.2% | +5.5% | +107.7% | +96.9% |
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