+13.4%
SCHW vs EWT
+99.0%
-85.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.8% | -1.0% |
| 7D | -0.8% | +4.0% | -4.8% | -0.8% |
| 30D | +1.5% | +10.3% | -8.8% | +1.4% |
| 3M | +24.6% | +6.1% | +18.5% | +24.5% |
| 6M | +14.5% | +56.6% | -42.1% | +6.5% |
| YTD | +10.5% | +76.6% | -66.1% | -0.5% |
| 1Y | +13.4% | +97.9% | -84.5% | +10.3% |
| All | +13.4% | +99.0% | -85.6% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling