+417.2%
SCHW vs SW
+722.5%
-305.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.1% |
| 7D | +3.9% | +2.3% | +1.6% | +3.8% |
| 30D | -4.3% | +6.8% | -11.1% | -4.7% |
| 3M | -14.8% | -5.2% | -9.6% | -14.5% |
| 6M | -0.1% | +7.4% | -7.5% | -0.8% |
| YTD | -7.5% | +17.4% | -24.9% | -9.1% |
| 1Y | -1.6% | +27.1% | -28.7% | -3.8% |
| 3Y | +71.4% | +47.9% | +23.6% | +64.9% |
| 5Y | +20.5% | -2.6% | +23.1% | +17.0% |
| 10Y | +236.5% | +182.7% | +53.9% | +203.6% |
| All | +417.2% | +722.5% | -305.4% | +356.3% |
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