+183.0%
SCHW vs SWKS
+49.5%
+133.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.9% | -1.9% |
| 7D | -0.9% | +10.9% | -11.8% | -3.6% |
| 30D | -4.4% | +17.6% | -22.0% | -8.6% |
| 3M | -15.9% | +29.2% | -45.1% | -22.6% |
| 6M | +2.0% | +37.0% | -34.9% | -9.4% |
| YTD | -7.3% | +44.9% | -52.2% | -20.2% |
| 1Y | -4.9% | +33.8% | -38.7% | -16.2% |
| 3Y | +74.9% | +10.2% | +64.7% | +52.4% |
| 5Y | +19.2% | -37.0% | +56.2% | +23.4% |
| All | +183.0% | +49.5% | +133.5% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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