+59.5%
SCHW vs VWO
+34.0%
+25.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.5% |
| 7D | -1.9% | -1.8% | -0.1% | -0.9% |
| 30D | -1.6% | -0.1% | -1.5% | -1.6% |
| 3M | +21.3% | +2.2% | +19.0% | +19.3% |
| 6M | +16.5% | +8.8% | +7.7% | +9.7% |
| YTD | +8.4% | +12.4% | -4.0% | -0.2% |
| 1Y | +15.6% | +15.6% | 0.0% | +4.4% |
| 3Y | +86.8% | +62.5% | +24.3% | +30.4% |
| All | +59.5% | +34.0% | +25.5% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 5y: compounded portfolio wealth divided by compounded VWO 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…
5y analysis · Full analysis span regression · 6 months rolling