+59.6%
SCHW vs DOW
-36.4%
+96.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -2.8% | -2.4% | -0.4% | -2.2% |
| 30D | -0.1% | -4.1% | +4.0% | +0.8% |
| 3M | +20.6% | -12.4% | +33.0% | +24.1% |
| 6M | +15.9% | -10.6% | +26.6% | +16.8% |
| YTD | +8.5% | +31.1% | -22.6% | -4.3% |
| 1Y | +17.8% | +30.5% | -12.7% | +3.1% |
| 3Y | +88.5% | -34.4% | +122.9% | +118.6% |
| All | +59.6% | -36.4% | +96.0% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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