+86.8%
SCHW vs BBWI
-45.3%
+132.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -0.8% |
| 7D | -1.9% | -4.8% | +3.0% | -1.3% |
| 30D | -1.6% | +3.5% | -5.1% | -2.2% |
| 3M | +21.3% | -0.3% | +21.6% | +20.7% |
| 6M | +16.5% | -5.4% | +21.9% | +16.0% |
| YTD | +8.4% | -4.7% | +13.1% | +7.5% |
| 1Y | +15.6% | -30.5% | +46.1% | +19.6% |
| 3Y | +86.8% | -44.3% | +131.2% | +87.7% |
| All | +86.8% | -45.3% | +132.1% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling