+52,550.4%
SCHW vs SWKS
+8,307.4%
+44,243.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.7% |
| 7D | -0.8% | +12.5% | -13.3% | -3.3% |
| 30D | +1.5% | +10.5% | -9.0% | -0.8% |
| 3M | +24.6% | -7.4% | +31.9% | +25.4% |
| 6M | +14.5% | +32.7% | -18.1% | +5.8% |
| YTD | +10.5% | +19.2% | -8.7% | +4.0% |
| 1Y | +13.4% | +2.4% | +11.0% | +9.8% |
| 3Y | +88.3% | -25.6% | +113.9% | +88.4% |
| 5Y | +62.1% | -53.4% | +115.5% | +76.4% |
| 10Y | +297.3% | +23.2% | +274.1% | +240.5% |
| All | +52,550.4% | +8,307.4% | +44,243.0% | +15,499.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling