+517.0%
SCHW vs IWD
+726.5%
-209.5%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | 0.0% |
| 7D | -0.8% | -0.3% | -0.5% | -0.4% |
| 30D | +1.5% | +0.6% | +0.9% | +0.6% |
| 3M | +24.6% | +7.2% | +17.3% | +12.1% |
| 6M | +14.5% | +16.2% | -1.7% | -8.7% |
| YTD | +10.5% | +23.3% | -12.9% | -19.2% |
| 1Y | +13.4% | +29.6% | -16.2% | -22.9% |
| 3Y | +88.3% | +70.5% | +17.8% | -14.8% |
| 5Y | +62.1% | +73.5% | -11.4% | -27.6% |
| 10Y | +297.3% | +198.3% | +99.0% | -20.3% |
| All | +517.0% | +726.5% | -209.5% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling