+294.9%
SCHW vs SHW
+288.7%
+6.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.8% |
| 7D | -1.9% | -3.1% | +1.2% | -0.6% |
| 30D | -1.6% | -10.0% | +8.4% | +2.5% |
| 3M | +21.3% | +2.3% | +19.0% | +19.4% |
| 6M | +16.5% | +0.7% | +15.8% | +14.7% |
| YTD | +8.4% | +0.5% | +7.9% | +6.4% |
| 1Y | +15.6% | -11.5% | +27.1% | +19.5% |
| 3Y | +86.8% | +21.3% | +65.5% | +65.1% |
| 5Y | +60.5% | +12.5% | +48.0% | +42.8% |
| All | +294.9% | +288.7% | +6.2% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 10y: compounded portfolio wealth divided by compounded SHW 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…
10y analysis · Full analysis span regression · 6 months rolling