+517.8%
SCHW vs SW
+755.0%
-237.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.1% |
| 7D | -0.8% | -5.1% | +4.3% | -0.4% |
| 30D | +1.5% | -4.6% | +6.1% | +1.8% |
| 3M | +24.6% | +9.4% | +15.2% | +23.6% |
| 6M | +14.5% | +3.5% | +11.0% | +13.9% |
| YTD | +10.5% | +22.0% | -11.6% | +8.4% |
| 1Y | +13.4% | +2.2% | +11.2% | +12.4% |
| 3Y | +88.3% | +19.6% | +68.7% | +83.3% |
| 5Y | +62.1% | -2.3% | +64.4% | +57.3% |
| 10Y | +297.3% | +181.4% | +115.9% | +257.8% |
| All | +517.8% | +755.0% | -237.2% | +444.0% |
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