+298.4%
WMB vs SCHG
+459.0%
-160.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.3% |
| 7D | -1.0% | -1.0% | 0.0% | -0.5% |
| 30D | -0.4% | -1.3% | +0.8% | +0.2% |
| 3M | +3.2% | +5.4% | -2.2% | -0.2% |
| 6M | +0.1% | +14.4% | -14.3% | -8.2% |
| YTD | +23.9% | +8.0% | +15.8% | +17.3% |
| 1Y | +27.6% | +12.7% | +14.9% | +17.4% |
| 3Y | +141.9% | +85.6% | +56.3% | +60.3% |
| 5Y | +273.8% | +85.5% | +188.3% | +140.2% |
| All | +298.4% | +459.0% | -160.6% | -10.7% |
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 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