+294.9%
SCHW vs ITW
+194.8%
+100.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.9% |
| 7D | -1.9% | -0.7% | -1.1% | -1.4% |
| 30D | -1.6% | -8.3% | +6.7% | +4.4% |
| 3M | +21.3% | +6.0% | +15.2% | +15.6% |
| 6M | +16.5% | 0.0% | +16.5% | +15.1% |
| YTD | +8.4% | +10.2% | -1.8% | -1.0% |
| 1Y | +15.6% | +3.2% | +12.4% | +10.3% |
| 3Y | +86.8% | +21.0% | +65.9% | +55.3% |
| 5Y | +60.5% | +37.9% | +22.6% | +18.2% |
| All | +294.9% | +194.8% | +100.1% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling