+51,225.6%
SCHW vs BBWI
+930.0%
+50,295.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | +1.7% |
| 7D | -1.6% | -4.4% | +2.9% | -0.2% |
| 30D | -1.1% | -7.4% | +6.3% | +0.8% |
| 3M | +20.4% | -2.2% | +22.6% | +19.5% |
| 6M | +13.6% | -16.3% | +29.9% | +16.1% |
| YTD | +7.7% | -9.1% | +16.8% | +6.0% |
| 1Y | +15.2% | -34.5% | +49.7% | +23.5% |
| 3Y | +87.1% | -47.0% | +134.1% | +99.4% |
| 5Y | +57.5% | -68.8% | +126.3% | +89.2% |
| 10Y | +295.1% | -57.4% | +352.5% | +231.1% |
| All | +51,225.6% | +930.0% | +50,295.6% | +10,010.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling