+45.1%
WM vs SCHG
+88.4%
-43.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -4.3% | -1.5% | -2.9% | -4.3% |
| 3M | +0.8% | +4.4% | -3.6% | +0.6% |
| 6M | -10.8% | +15.7% | -26.5% | -11.6% |
| YTD | -0.1% | +8.3% | -8.4% | -0.4% |
| 1Y | +1.0% | +14.2% | -13.2% | -0.2% |
| 3Y | +45.1% | +88.3% | -43.2% | +36.4% |
| All | +45.1% | +88.4% | -43.3% | +36.4% |
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