+4,150.7%
SCHW vs WAT
+10,694.9%
-6,544.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.6% | -1.8% | +0.2% | -1.0% |
| 30D | -1.1% | -1.7% | +0.6% | -0.6% |
| 3M | +20.4% | +9.1% | +11.3% | +16.4% |
| 6M | +13.6% | +32.4% | -18.8% | +2.0% |
| YTD | +7.7% | +6.6% | +1.1% | +3.3% |
| 1Y | +15.2% | +34.7% | -19.5% | +1.4% |
| 3Y | +87.1% | +53.6% | +33.6% | +50.5% |
| 5Y | +57.5% | -4.1% | +61.6% | +46.7% |
| 10Y | +295.1% | +167.9% | +127.3% | +152.1% |
| All | +4,150.7% | +10,694.9% | -6,544.3% | +1,023.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling