-1.4%
SCHW vs SW
+26.8%
-28.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +4.2% | +2.2% | +2.0% | +4.1% |
| 30D | -3.8% | +7.4% | -11.2% | -4.0% |
| 3M | -13.6% | -5.9% | -7.7% | -13.5% |
| 6M | +5.3% | +9.0% | -3.7% | +5.2% |
| YTD | -6.0% | +18.1% | -24.1% | -8.6% |
| 1Y | -1.4% | +28.7% | -30.1% | -7.1% |
| All | -1.4% | +26.8% | -28.2% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling