+86.8%
SCHW vs KWEB
-2.3%
+89.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.2% |
| 7D | -1.9% | -5.6% | +3.7% | -1.2% |
| 30D | -1.6% | -10.7% | +9.0% | -0.3% |
| 3M | +21.3% | -7.4% | +28.7% | +22.2% |
| 6M | +16.5% | -19.3% | +35.8% | +19.1% |
| YTD | +8.4% | -27.8% | +36.2% | +12.3% |
| 1Y | +15.6% | -35.9% | +51.6% | +21.1% |
| 3Y | +86.8% | -1.9% | +88.8% | +85.1% |
| All | +86.8% | -2.3% | +89.1% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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