+59.6%
SCHW vs BBWI
-69.2%
+128.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | -2.8% | -8.0% | +5.2% | -1.4% |
| 30D | -0.1% | -6.6% | +6.6% | +0.9% |
| 3M | +20.6% | -2.7% | +23.3% | +20.2% |
| 6M | +15.9% | -12.8% | +28.7% | +16.8% |
| YTD | +8.5% | -10.5% | +19.0% | +8.1% |
| 1Y | +17.8% | -35.3% | +53.2% | +24.5% |
| 3Y | +88.5% | -47.7% | +136.3% | +98.0% |
| All | +59.6% | -69.2% | +128.8% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling