+59.5%
SCHW vs WBD
+6.4%
+53.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -1.9% | -0.7% | -1.1% | -1.7% |
| 30D | -1.6% | +1.4% | -3.0% | -1.8% |
| 3M | +21.3% | +4.4% | +16.9% | +20.3% |
| 6M | +16.5% | +0.8% | +15.7% | +16.2% |
| YTD | +8.4% | -2.7% | +11.1% | +8.7% |
| 1Y | +15.6% | +73.4% | -57.8% | +4.3% |
| 3Y | +86.8% | +142.1% | -55.3% | +51.8% |
| All | +59.5% | +6.4% | +53.1% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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