+51,606.1%
SCHW vs ITW
+9,414.5%
+42,191.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.4% |
| 7D | -2.8% | -2.4% | -0.4% | -1.1% |
| 30D | -0.1% | -9.5% | +9.5% | +7.0% |
| 3M | +20.6% | +6.6% | +13.9% | +14.6% |
| 6M | +15.9% | -1.8% | +17.7% | +16.0% |
| YTD | +8.5% | +9.0% | -0.5% | +0.2% |
| 1Y | +17.8% | +3.6% | +14.3% | +12.4% |
| 3Y | +88.5% | +19.4% | +69.1% | +60.3% |
| 5Y | +60.6% | +36.4% | +24.2% | +22.9% |
| 10Y | +298.0% | +190.0% | +108.1% | +77.9% |
| All | +51,606.1% | +9,414.5% | +42,191.6% | +3,864.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling