+324.8%
WM vs SCHG
+440.0%
-115.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.7% |
| 7D | +0.8% | -0.9% | +1.6% | +0.9% |
| 30D | +13.8% | -5.9% | +19.7% | +15.9% |
| 3M | +6.4% | -3.4% | +9.7% | +7.3% |
| 6M | +13.2% | +1.1% | +12.2% | +12.0% |
| YTD | +10.8% | +5.9% | +4.9% | +7.4% |
| 1Y | +20.2% | +4.6% | +15.6% | +16.9% |
| 3Y | +46.5% | +80.6% | -34.2% | +10.5% |
| 5Y | +61.3% | +73.9% | -12.7% | +21.9% |
| 10Y | +324.8% | +438.8% | -114.0% | +69.1% |
| All | +324.8% | +440.0% | -115.2% | +69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling