+41.9%
WELL vs SCHG
+13.0%
+28.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -0.2% | -1.0% | +0.8% | -0.3% |
| 30D | +2.3% | -1.3% | +3.6% | +2.2% |
| 3M | +12.3% | +5.4% | +6.8% | +12.9% |
| 6M | +15.6% | +14.4% | +1.2% | +14.3% |
| YTD | +28.3% | +8.0% | +20.3% | +26.8% |
| 1Y | +41.9% | +12.7% | +29.2% | +41.6% |
| All | +41.9% | +13.0% | +28.9% | +41.6% |
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