+86.2%
SCHW vs ACWI
+76.2%
+10.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | -1.3% | +1.1% | -2.4% | -2.1% |
| 30D | -0.4% | -0.2% | -0.2% | -0.3% |
| 3M | +21.7% | +4.7% | +17.0% | +17.1% |
| 6M | +13.0% | +14.5% | -1.5% | +0.2% |
| YTD | +8.0% | +14.6% | -6.6% | -4.3% |
| 1Y | +15.8% | +21.4% | -5.6% | -2.8% |
| All | +86.2% | +76.2% | +10.0% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 3y: compounded portfolio wealth divided by compounded ACWI 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…
3y analysis · Full analysis span regression · 6 months rolling