+524.6%
SCHW vs AWK
+963.1%
-438.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.9% |
| 7D | -2.8% | -0.7% | -2.0% | -2.5% |
| 30D | -0.1% | +2.8% | -2.8% | -1.2% |
| 3M | +20.6% | +11.3% | +9.3% | +15.2% |
| 6M | +15.9% | +6.7% | +9.2% | +12.3% |
| YTD | +8.5% | +9.4% | -0.9% | +3.6% |
| 1Y | +17.8% | +3.7% | +14.1% | +14.5% |
| 3Y | +88.5% | +9.2% | +79.3% | +74.2% |
| 5Y | +60.6% | -15.7% | +76.3% | +63.8% |
| 10Y | +298.0% | +135.3% | +162.8% | +125.2% |
| All | +524.6% | +963.1% | -438.6% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling