+513.8%
SCHW vs NWSA
+120.6%
+393.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | -2.8% | -4.8% | +2.0% | -0.3% |
| 30D | -0.1% | +3.0% | -3.0% | -1.6% |
| 3M | +20.6% | +9.3% | +11.3% | +14.6% |
| 6M | +15.9% | +23.2% | -7.2% | +3.1% |
| YTD | +8.5% | +13.3% | -4.8% | +0.1% |
| 1Y | +17.8% | +2.9% | +15.0% | +14.0% |
| 3Y | +88.5% | +43.3% | +45.2% | +50.3% |
| 5Y | +60.6% | +40.9% | +19.7% | +25.5% |
| 10Y | +298.0% | +148.1% | +149.9% | +109.5% |
| All | +513.8% | +120.6% | +393.2% | +243.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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