+272.2%
SCHW vs EW
+6,723.9%
-6,451.7%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.2% |
| 7D | -1.3% | -4.4% | +3.1% | 0.0% |
| 30D | -0.4% | -3.3% | +3.0% | +0.6% |
| 3M | +21.7% | +1.0% | +20.7% | +21.0% |
| 6M | +13.0% | +6.2% | +6.7% | +10.3% |
| YTD | +8.0% | +1.7% | +6.3% | +6.6% |
| 1Y | +15.8% | +8.1% | +7.7% | +12.1% |
| 3Y | +87.7% | +17.1% | +70.6% | +69.4% |
| 5Y | +59.7% | -29.4% | +89.0% | +64.8% |
| 10Y | +292.9% | +121.7% | +171.1% | +168.4% |
| All | +272.2% | +6,723.9% | -6,451.7% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling