+1,586.5%
WDC vs SCHG
+1,121.7%
+464.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -3.9% |
| 7D | +4.4% | -2.7% | +7.2% | +8.0% |
| 30D | +5.3% | -2.2% | +7.5% | +8.0% |
| 3M | -5.9% | +6.2% | -12.1% | -12.6% |
| 6M | +73.2% | +13.4% | +59.9% | +49.4% |
| YTD | +167.8% | +7.1% | +160.7% | +148.8% |
| 1Y | +386.0% | +12.5% | +373.5% | +329.7% |
| 3Y | +1,309.7% | +86.2% | +1,223.5% | +586.5% |
| 5Y | +957.1% | +83.9% | +873.2% | +410.8% |
| 10Y | +1,246.7% | +451.3% | +795.4% | +51.9% |
| All | +1,586.5% | +1,121.7% | +464.8% | -29.3% |
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 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