+51,225.6%
SCHW vs BAX
+844.7%
+50,380.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | -1.6% | -5.1% | +3.5% | +0.3% |
| 30D | -1.1% | -12.2% | +11.1% | +3.7% |
| 3M | +20.4% | +21.8% | -1.4% | +10.5% |
| 6M | +13.6% | +36.3% | -22.7% | -1.1% |
| YTD | +7.7% | +27.8% | -20.1% | -5.4% |
| 1Y | +15.2% | -0.1% | +15.2% | +10.1% |
| 3Y | +87.1% | -33.3% | +120.5% | +99.2% |
| 5Y | +57.5% | -67.1% | +124.6% | +118.9% |
| 10Y | +295.1% | -36.9% | +332.0% | +307.4% |
| All | +51,225.6% | +844.7% | +50,380.9% | +17,518.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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