+59.6%
SCHW vs WAT
-5.1%
+64.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -2.8% | -2.9% | +0.1% | -2.1% |
| 30D | -0.1% | -3.2% | +3.2% | +0.7% |
| 3M | +20.6% | +10.6% | +10.0% | +17.5% |
| 6M | +15.9% | +34.0% | -18.1% | +7.2% |
| YTD | +8.5% | +5.7% | +2.7% | +5.8% |
| 1Y | +17.8% | +37.1% | -19.2% | +6.8% |
| 3Y | +88.5% | +52.4% | +36.1% | +56.5% |
| All | +59.6% | -5.1% | +64.7% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling