+865.7%
WMB vs SCHG
+1,135.4%
-269.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.9% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +7.7% | -1.5% | +9.2% | +8.9% |
| 3M | +6.7% | +4.4% | +2.3% | +2.3% |
| 6M | +3.6% | +15.7% | -12.1% | -9.4% |
| YTD | +28.0% | +8.3% | +19.7% | +17.8% |
| 1Y | +37.6% | +14.2% | +23.4% | +20.5% |
| 3Y | +149.0% | +88.3% | +60.8% | +35.1% |
| 5Y | +285.3% | +83.5% | +201.9% | +101.0% |
| 10Y | +302.1% | +444.2% | -142.1% | -51.1% |
| All | +865.7% | +1,135.4% | -269.7% | -57.3% |
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