+48.7%
WM vs SCHG
+79.3%
-30.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +3.2% | +2.7% | +0.5% | +3.2% |
| 30D | +13.0% | -5.2% | +18.2% | +13.0% |
| 3M | +9.2% | -5.2% | +14.4% | +9.2% |
| 6M | +13.6% | -0.6% | +14.2% | +13.5% |
| YTD | +12.4% | +4.7% | +7.7% | +11.9% |
| 1Y | +21.2% | +6.0% | +15.2% | +20.5% |
| 3Y | +48.7% | +78.9% | -30.2% | +35.8% |
| All | +48.7% | +79.3% | -30.6% | +35.8% |
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