+44,717.1%
SCHW vs SWKS
+9,294.5%
+35,422.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +4.2% | -3.1% | +7.4% | +4.9% |
| 30D | -3.8% | +8.3% | -12.1% | -5.5% |
| 3M | -13.6% | +20.2% | -33.8% | -17.7% |
| 6M | +5.3% | +24.9% | -19.6% | -1.8% |
| YTD | -6.0% | +33.2% | -39.1% | -14.2% |
| 1Y | -1.4% | +23.6% | -25.0% | -8.7% |
| 3Y | +77.4% | +1.3% | +76.1% | +64.9% |
| 5Y | +22.9% | -40.6% | +63.5% | +26.1% |
| 10Y | +199.3% | +35.3% | +164.0% | +149.6% |
| All | +44,717.1% | +9,294.5% | +35,422.7% | +12,763.2% |
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