+59.6%
SCHW vs EW
-28.6%
+88.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.6% |
| 7D | -2.8% | -3.4% | +0.6% | -2.2% |
| 30D | -0.1% | -7.4% | +7.3% | +1.3% |
| 3M | +20.6% | +0.9% | +19.7% | +20.3% |
| 6M | +15.9% | +1.2% | +14.8% | +15.4% |
| YTD | +8.5% | +1.8% | +6.7% | +7.8% |
| 1Y | +17.8% | +10.8% | +7.0% | +15.2% |
| 3Y | +88.5% | +17.1% | +71.4% | +75.8% |
| All | +59.6% | -28.6% | +88.3% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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