+49.8%
WM vs SCHG
+81.2%
-31.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | -3.1% | -2.7% | -0.4% | -2.7% |
| 30D | -5.3% | -2.2% | -3.1% | -5.0% |
| 3M | -4.2% | +6.2% | -10.4% | -5.3% |
| 6M | -8.1% | +13.4% | -21.4% | -10.4% |
| YTD | -1.4% | +7.1% | -8.5% | -2.9% |
| 1Y | +0.2% | +12.5% | -12.3% | -2.5% |
| 3Y | +43.1% | +86.2% | -43.1% | +21.0% |
| 5Y | +49.8% | +83.9% | -34.1% | +22.1% |
| All | +49.8% | +81.2% | -31.4% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling