+22.7%
DIS vs SCHW
+301.3%
-278.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.3% |
| 7D | -1.3% | -2.8% | +1.5% | -0.2% |
| 30D | +2.2% | -0.1% | +2.3% | +2.2% |
| 3M | +8.1% | +20.6% | -12.4% | +0.6% |
| 6M | +5.2% | +15.9% | -10.7% | -1.0% |
| YTD | -6.3% | +8.5% | -14.8% | -10.0% |
| 1Y | -7.3% | +17.8% | -25.1% | -13.8% |
| 3Y | +33.8% | +88.5% | -54.7% | +2.2% |
| 5Y | -40.7% | +60.6% | -101.3% | -53.8% |
| All | +22.7% | +301.3% | -278.7% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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