+43,975.2%
SCHW vs SWK
+1,536.3%
+42,438.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +3.9% | +11.0% | -7.1% | -1.8% |
| 30D | -4.3% | +30.1% | -34.3% | -16.6% |
| 3M | -14.8% | +14.7% | -29.4% | -21.3% |
| 6M | -0.1% | +44.5% | -44.6% | -19.4% |
| YTD | -7.5% | +59.4% | -66.9% | -30.5% |
| 1Y | -1.6% | +77.5% | -79.2% | -30.4% |
| 3Y | +71.4% | +49.5% | +22.0% | +21.3% |
| 5Y | +20.5% | -24.9% | +45.4% | +16.6% |
| 10Y | +236.5% | +31.8% | +204.8% | +115.5% |
| All | +43,975.2% | +1,536.3% | +42,438.9% | +7,058.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling