+543.8%
SCHW vs ACWI
+341.7%
+202.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.5% |
| 7D | -0.9% | +2.7% | -3.6% | -4.1% |
| 30D | -4.4% | -2.6% | -1.8% | -1.6% |
| 3M | -15.9% | -3.2% | -12.7% | -13.0% |
| 6M | +2.0% | +1.9% | +0.1% | -1.6% |
| YTD | -7.3% | +11.3% | -18.6% | -20.1% |
| 1Y | -4.9% | +11.7% | -16.6% | -18.4% |
| 3Y | +74.9% | +74.4% | +0.5% | -14.1% |
| 5Y | +19.2% | +59.5% | -40.3% | -34.5% |
| 10Y | +188.3% | +225.2% | -36.9% | -33.7% |
| All | +543.8% | +341.7% | +202.1% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling