+87.0%
SCHW vs BWA
+68.2%
+18.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.7% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -0.1% | -5.5% | +5.4% | +0.6% |
| 3M | +20.6% | -7.6% | +28.2% | +21.5% |
| 6M | +15.9% | +25.0% | -9.0% | +10.6% |
| YTD | +8.5% | +47.0% | -38.5% | -2.0% |
| 1Y | +17.8% | +54.0% | -36.1% | +4.9% |
| All | +87.0% | +68.2% | +18.7% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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