+87.0%
SCHW vs EWT
+193.0%
-106.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.3% | +1.2% |
| 7D | -2.8% | -1.1% | -1.7% | -2.6% |
| 30D | -0.1% | +4.8% | -4.8% | -1.0% |
| 3M | +20.6% | +11.1% | +9.4% | +17.2% |
| 6M | +15.9% | +54.6% | -38.7% | +1.2% |
| YTD | +8.5% | +71.4% | -63.0% | -8.8% |
| 1Y | +17.8% | +82.1% | -64.3% | -3.1% |
| All | +87.0% | +193.0% | -106.0% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling