+294.9%
SCHW vs BBWI
-55.0%
+349.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -1.4% |
| 7D | -1.9% | -4.8% | +3.0% | -1.0% |
| 30D | -1.6% | +3.5% | -5.1% | -2.6% |
| 3M | +21.3% | -0.3% | +21.6% | +20.3% |
| 6M | +16.5% | -5.4% | +21.9% | +15.4% |
| YTD | +8.4% | -4.7% | +13.1% | +6.6% |
| 1Y | +15.6% | -30.5% | +46.1% | +20.0% |
| 3Y | +86.8% | -44.3% | +131.2% | +94.6% |
| 5Y | +60.5% | -66.9% | +127.4% | +81.2% |
| All | +294.9% | -55.0% | +349.9% | +259.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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