+423.3%
SCHW vs SW
+730.4%
-307.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | +3.5% | +4.7% | -1.2% | +3.2% |
| 30D | -4.4% | +5.0% | -9.4% | -4.7% |
| 3M | -14.0% | -7.3% | -6.7% | -13.7% |
| 6M | +0.8% | +15.0% | -14.1% | -0.4% |
| YTD | -6.4% | +18.5% | -24.9% | -8.0% |
| 1Y | +0.1% | +27.1% | -27.0% | -2.1% |
| 3Y | +72.8% | +49.3% | +23.5% | +66.1% |
| 5Y | +22.0% | -1.6% | +23.6% | +18.3% |
| 10Y | +240.6% | +185.4% | +55.2% | +207.0% |
| All | +423.3% | +730.4% | -307.0% | +361.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling