+87.0%
SCHW vs IWD
+69.4%
+17.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +1.0% |
| 7D | -2.8% | -2.3% | -0.4% | -0.4% |
| 30D | -0.1% | -1.8% | +1.7% | +1.8% |
| 3M | +20.6% | +8.0% | +12.6% | +11.3% |
| 6M | +15.9% | +17.0% | -1.0% | -2.2% |
| YTD | +8.5% | +21.3% | -12.8% | -12.2% |
| 1Y | +17.8% | +27.9% | -10.1% | -10.2% |
| All | +87.0% | +69.4% | +17.6% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 3y: compounded portfolio wealth divided by compounded IWD 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…
3y analysis · Full analysis span regression · 6 months rolling