+1,660.9%
DIS vs SCHW
+45,251.3%
-43,590.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | +1.9% | +2.0% | -0.1% | +1.3% |
| 30D | +9.2% | -3.6% | +12.8% | +10.3% |
| 3M | +13.5% | -15.0% | +28.5% | +18.6% |
| 6M | +14.3% | +2.6% | +11.6% | +13.0% |
| YTD | +5.4% | -5.7% | +11.1% | +6.2% |
| 1Y | +12.2% | -0.9% | +13.1% | +11.4% |
| 3Y | +37.2% | +79.4% | -42.2% | +14.3% |
| 5Y | -23.1% | +21.2% | -44.4% | -30.4% |
| 10Y | +32.2% | +193.3% | -161.1% | -9.6% |
| All | +1,660.9% | +45,251.3% | -43,590.4% | +257.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling