+639.9%
WEC vs SCHG
+1,127.0%
-487.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.6% |
| 7D | +0.4% | -0.9% | +1.3% | +0.7% |
| 30D | +0.9% | -2.3% | +3.2% | +1.6% |
| 3M | -5.3% | +4.5% | -9.8% | -6.8% |
| 6M | -6.6% | +13.6% | -20.1% | -10.7% |
| YTD | +3.3% | +7.6% | -4.3% | +0.4% |
| 1Y | +2.1% | +13.0% | -11.0% | -2.6% |
| 3Y | +39.6% | +87.0% | -47.4% | +8.2% |
| 5Y | +31.2% | +82.9% | -51.7% | +0.1% |
| 10Y | +148.4% | +453.6% | -305.2% | +7.6% |
| All | +639.9% | +1,127.0% | -487.0% | +101.3% |
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