+60.6%
SCHW vs ARWR
+26.4%
+34.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -2.8% | -4.3% | +1.5% | -2.3% |
| 30D | -0.1% | -7.3% | +7.2% | +0.7% |
| 3M | +20.6% | +17.0% | +3.6% | +18.0% |
| 6M | +15.9% | +39.8% | -23.8% | +10.8% |
| YTD | +8.5% | +24.7% | -16.2% | +4.8% |
| 1Y | +17.8% | +186.5% | -168.6% | +2.6% |
| 3Y | +88.5% | +176.8% | -88.3% | +54.8% |
| 5Y | +60.6% | +29.3% | +31.3% | +36.8% |
| All | +60.6% | +26.4% | +34.3% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 5y: compounded portfolio wealth divided by compounded ARWR 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…
5y analysis · Full analysis span regression · 6 months rolling