+295.1%
SCHW vs SWK
-0.7%
+295.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.5% |
| 7D | -1.6% | -4.6% | +3.0% | +0.1% |
| 30D | -1.1% | -9.9% | +8.8% | +2.7% |
| 3M | +20.4% | +15.4% | +4.9% | +12.7% |
| 6M | +13.6% | +25.0% | -11.4% | +2.2% |
| YTD | +7.7% | +27.2% | -19.5% | -4.4% |
| 1Y | +15.2% | +24.6% | -9.4% | +2.4% |
| 3Y | +87.1% | +13.7% | +73.5% | +62.6% |
| 5Y | +57.5% | -41.5% | +99.0% | +82.6% |
| 10Y | +295.1% | +0.7% | +294.4% | +206.4% |
| All | +295.1% | -0.7% | +295.8% | +206.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling