+9,292.5%
SCHW vs ARWR
-97.1%
+9,389.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.2% |
| 7D | -1.3% | +2.9% | -4.2% | -1.3% |
| 30D | -0.4% | -2.9% | +2.5% | -0.4% |
| 3M | +21.7% | +15.2% | +6.5% | +21.6% |
| 6M | +13.0% | +42.3% | -29.3% | +12.7% |
| YTD | +8.0% | +28.2% | -20.2% | +7.8% |
| 1Y | +15.8% | +213.2% | -197.4% | +15.0% |
| 3Y | +87.7% | +184.6% | -96.9% | +86.1% |
| 5Y | +59.7% | +29.2% | +30.4% | +58.6% |
| 10Y | +292.9% | +1,012.5% | -719.7% | +285.2% |
| All | +9,292.5% | -97.1% | +9,389.6% | +9,614.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling