+294.9%
SCHW vs AWK
+132.0%
+162.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.3% |
| 7D | -1.9% | -2.1% | +0.3% | -1.3% |
| 30D | -1.6% | +2.1% | -3.7% | -2.1% |
| 3M | +21.3% | +11.4% | +9.9% | +17.8% |
| 6M | +16.5% | +3.9% | +12.6% | +14.9% |
| YTD | +8.4% | +7.7% | +0.7% | +5.7% |
| 1Y | +15.6% | +1.3% | +14.3% | +14.4% |
| 3Y | +86.8% | +7.2% | +79.7% | +78.1% |
| 5Y | +60.5% | -17.0% | +77.5% | +63.4% |
| All | +294.9% | +132.0% | +162.9% | +253.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling