+212.0%
SCHW vs SW
+183.3%
+28.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | +4.5% | +1.8% | +2.7% | +4.3% |
| 30D | -4.1% | +7.0% | -11.1% | -4.8% |
| 3M | -13.6% | -7.6% | -5.9% | -13.0% |
| 6M | +5.0% | +8.5% | -3.6% | +3.5% |
| YTD | -6.3% | +17.7% | -23.9% | -8.8% |
| 1Y | -1.4% | +27.1% | -28.5% | -4.9% |
| 3Y | +77.6% | +48.2% | +29.4% | +66.4% |
| 5Y | +22.7% | -2.3% | +25.1% | +17.1% |
| 10Y | +212.0% | +183.3% | +28.7% | +154.0% |
| All | +212.0% | +183.3% | +28.7% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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