+960.7%
SCHW vs GWRE
+741.3%
+219.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -1.9% | -13.2% | +11.4% | +1.8% |
| 30D | -1.6% | -18.6% | +17.0% | +2.7% |
| 3M | +21.3% | +18.9% | +2.4% | +13.2% |
| 6M | +16.5% | -11.0% | +27.4% | +15.7% |
| YTD | +8.4% | -29.9% | +38.3% | +14.3% |
| 1Y | +15.6% | -44.3% | +60.0% | +30.1% |
| 3Y | +86.8% | +51.7% | +35.2% | +46.6% |
| 5Y | +60.5% | +15.4% | +45.1% | +33.8% |
| 10Y | +297.7% | +129.4% | +168.3% | +154.2% |
| All | +960.7% | +741.3% | +219.4% | +478.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling