+554.9%
SCHW vs ACWI
+340.5%
+214.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +2.1% |
| 7D | +2.0% | +2.4% | -0.5% | -1.0% |
| 30D | -3.6% | -1.7% | -1.9% | -1.9% |
| 3M | -15.0% | -3.9% | -11.0% | -11.2% |
| 6M | +2.6% | +0.8% | +1.8% | +0.3% |
| YTD | -5.7% | +11.0% | -16.7% | -18.5% |
| 1Y | -0.9% | +13.1% | -14.0% | -16.2% |
| 3Y | +79.4% | +73.9% | +5.5% | -11.6% |
| 5Y | +21.2% | +59.0% | -37.8% | -33.2% |
| 10Y | +193.3% | +224.4% | -31.0% | -32.3% |
| All | +554.9% | +340.5% | +214.4% | +24.4% |
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