+984.6%
WM vs SCHG
+1,104.0%
-119.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +1.2% | +4.6% | -3.4% | -0.8% |
| 30D | +15.2% | -6.2% | +21.4% | +18.1% |
| 3M | +8.3% | -3.5% | +11.9% | +9.5% |
| 6M | +13.1% | +0.9% | +12.2% | +11.6% |
| YTD | +12.5% | +5.6% | +7.0% | +8.3% |
| 1Y | +21.8% | +4.4% | +17.3% | +17.6% |
| 3Y | +48.8% | +80.1% | -31.3% | +6.0% |
| 5Y | +62.1% | +71.3% | -9.2% | +15.8% |
| 10Y | +331.5% | +437.2% | -105.7% | +39.5% |
| All | +984.6% | +1,104.0% | -119.4% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling