-4.9%
SCHW vs SW
+23.8%
-28.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.1% |
| 7D | -0.9% | -3.0% | +2.1% | -0.8% |
| 30D | -4.4% | +4.2% | -8.6% | -4.5% |
| 3M | -15.9% | -11.5% | -4.3% | -15.6% |
| 6M | +2.0% | +8.6% | -6.6% | +1.9% |
| YTD | -7.3% | +15.0% | -22.3% | -10.1% |
| 1Y | -4.9% | +25.7% | -30.6% | -10.9% |
| All | -4.9% | +23.8% | -28.7% | -10.9% |
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