+59.6%
SCHW vs BIDU
-44.6%
+104.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | -2.8% | -5.2% | +2.5% | -2.2% |
| 30D | -0.1% | -14.5% | +14.4% | +1.5% |
| 3M | +20.6% | -22.9% | +43.5% | +23.7% |
| 6M | +15.9% | -27.8% | +43.8% | +19.3% |
| YTD | +8.5% | -30.7% | +39.2% | +11.8% |
| 1Y | +17.8% | -15.8% | +33.7% | +18.0% |
| 3Y | +88.5% | -33.2% | +121.8% | +91.3% |
| All | +59.6% | -44.6% | +104.2% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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