+295.2%
SCHW vs W
+155.6%
+139.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.1% |
| 7D | -2.8% | +0.5% | -3.2% | -2.8% |
| 30D | -0.1% | -5.6% | +5.5% | +0.5% |
| 3M | +20.6% | +41.9% | -21.3% | +14.3% |
| 6M | +15.9% | +30.2% | -14.3% | +10.3% |
| YTD | +8.5% | -2.9% | +11.4% | +6.5% |
| 1Y | +17.8% | +11.6% | +6.3% | +12.9% |
| 3Y | +88.5% | +37.0% | +51.6% | +66.2% |
| 5Y | +60.6% | -62.8% | +123.5% | +51.7% |
| All | +295.2% | +155.6% | +139.6% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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