+51,606.2%
SCHW vs GWW
+13,908.6%
+37,697.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.1% |
| 7D | -2.8% | -3.1% | +0.4% | -1.0% |
| 30D | -0.1% | -2.3% | +2.3% | +1.2% |
| 3M | +20.6% | -3.3% | +23.9% | +22.1% |
| 6M | +15.9% | +15.4% | +0.6% | +5.6% |
| YTD | +8.5% | +26.7% | -18.3% | -7.0% |
| 1Y | +17.8% | +29.0% | -11.1% | -0.3% |
| 3Y | +88.5% | +89.0% | -0.4% | +24.8% |
| 5Y | +60.6% | +221.8% | -161.1% | -24.3% |
| 10Y | +298.0% | +562.7% | -264.6% | +12.1% |
| All | +51,606.2% | +13,908.6% | +37,697.6% | +2,908.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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