+732.0%
WMT vs SCHG
+1,132.2%
-400.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +1.0% |
| 7D | 0.0% | -1.0% | +1.1% | +0.4% |
| 30D | -7.4% | -1.3% | -6.2% | -7.0% |
| 3M | -10.9% | +5.4% | -16.3% | -12.8% |
| 6M | -12.7% | +14.4% | -27.1% | -17.4% |
| YTD | -3.2% | +8.0% | -11.2% | -6.5% |
| 1Y | +5.3% | +12.7% | -7.5% | -0.4% |
| 3Y | +101.9% | +85.6% | +16.3% | +54.4% |
| 5Y | +134.6% | +85.5% | +49.0% | +75.5% |
| 10Y | +440.4% | +456.0% | -15.6% | +138.1% |
| All | +732.0% | +1,132.2% | -400.2% | +159.4% |
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