+1,285.8%
WDC vs SCHG
+86.3%
+1,199.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.8% | -4.2% |
| 7D | -4.3% | -1.0% | -3.3% | -2.9% |
| 30D | -1.5% | -1.3% | -0.2% | -0.1% |
| 3M | -15.5% | +5.4% | -20.9% | -21.9% |
| 6M | +66.5% | +14.4% | +52.0% | +38.2% |
| YTD | +159.9% | +8.0% | +151.8% | +134.2% |
| 1Y | +366.0% | +12.7% | +353.2% | +301.7% |
| 3Y | +1,285.8% | +85.6% | +1,200.2% | +547.3% |
| All | +1,285.8% | +86.3% | +1,199.6% | +547.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling