+51,567.6%
SCHW vs OMC
+5,739.5%
+45,828.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.3% |
| 7D | -1.9% | -4.4% | +2.5% | +0.8% |
| 30D | -1.6% | -7.6% | +6.0% | +2.9% |
| 3M | +21.3% | +4.5% | +16.7% | +16.9% |
| 6M | +16.5% | -0.3% | +16.7% | +14.9% |
| YTD | +8.4% | -0.1% | +8.5% | +4.2% |
| 1Y | +15.6% | +4.6% | +11.0% | +6.7% |
| 3Y | +86.8% | +10.5% | +76.4% | +59.5% |
| 5Y | +60.5% | +31.7% | +28.8% | +17.9% |
| 10Y | +297.7% | +33.5% | +264.2% | +172.1% |
| All | +51,567.6% | +5,739.5% | +45,828.2% | +7,447.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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