+59.6%
SCHW vs WAB
+218.4%
-158.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | -0.1% | -5.9% | +5.8% | +2.9% |
| 3M | +20.6% | +9.4% | +11.2% | +13.9% |
| 6M | +15.9% | +13.8% | +2.1% | +6.0% |
| YTD | +8.5% | +31.8% | -23.3% | -9.5% |
| 1Y | +17.8% | +48.5% | -30.7% | -8.8% |
| 3Y | +88.5% | +167.0% | -78.4% | -6.0% |
| All | +59.6% | +218.4% | -158.8% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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