+356.0%
SCHW vs EWT
+586.2%
-230.2%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.2% |
| 7D | -1.9% | -1.1% | -0.7% | -1.2% |
| 30D | -1.6% | +4.5% | -6.1% | -4.6% |
| 3M | +21.3% | +8.3% | +13.0% | +12.8% |
| 6M | +16.5% | +54.2% | -37.7% | -16.1% |
| YTD | +8.4% | +74.6% | -66.2% | -28.5% |
| 1Y | +15.6% | +84.9% | -69.3% | -27.0% |
| 3Y | +86.8% | +197.5% | -110.7% | -17.7% |
| 5Y | +60.5% | +150.6% | -90.1% | -20.9% |
| 10Y | +297.7% | +516.1% | -218.3% | +4.5% |
| All | +356.0% | +586.2% | -230.2% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling