+13.4%
SCHW vs VMC
-8.5%
+21.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | -0.8% | -4.3% | +3.5% | -0.1% |
| 30D | +1.5% | -8.2% | +9.7% | +2.7% |
| 3M | +24.6% | -7.0% | +31.6% | +25.2% |
| 6M | +14.5% | -10.8% | +25.3% | +16.2% |
| YTD | +10.5% | -7.4% | +17.9% | +9.2% |
| 1Y | +13.4% | -9.5% | +22.9% | +12.1% |
| All | +13.4% | -8.5% | +21.9% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling