+13.4%
SCHW vs GWRE
-25.4%
+38.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -19.9% | +18.9% | -0.2% |
| 7D | -0.8% | -21.1% | +20.3% | 0.0% |
| 30D | +1.5% | +1.3% | +0.2% | +1.4% |
| 3M | +24.6% | +7.4% | +17.1% | +23.4% |
| 6M | +14.5% | +5.6% | +8.9% | +12.9% |
| YTD | +10.5% | -19.2% | +29.7% | +5.0% |
| 1Y | +13.4% | -25.1% | +38.5% | +7.7% |
| All | +13.4% | -25.4% | +38.8% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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