+86.8%
SCHW vs WAT
+54.7%
+32.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.3% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | -1.6% | -1.9% | +0.3% | -1.4% |
| 3M | +21.3% | +13.5% | +7.8% | +18.8% |
| 6M | +16.5% | +37.2% | -20.8% | +10.3% |
| YTD | +8.4% | +7.5% | +0.9% | +6.4% |
| 1Y | +15.6% | +35.0% | -19.4% | +8.8% |
| 3Y | +86.8% | +55.1% | +31.8% | +63.3% |
| All | +86.8% | +54.7% | +32.1% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 3y: compounded portfolio wealth divided by compounded WAT 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…
3y analysis · Full analysis span regression · 6 months rolling