-2.2%
SCHW vs SW
+25.9%
-28.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.2% |
| 7D | -0.6% | -2.6% | +1.9% | -0.5% |
| 30D | -4.4% | +7.2% | -11.6% | -4.6% |
| 3M | -13.6% | -10.5% | -3.1% | -13.4% |
| 6M | +5.9% | +9.9% | -3.9% | +5.8% |
| YTD | -6.2% | +17.2% | -23.5% | -8.8% |
| 1Y | -2.2% | +26.5% | -28.7% | -7.5% |
| All | -2.2% | +25.9% | -28.1% | -7.5% |
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