+294.9%
SCHW vs WCC
+541.6%
-246.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -1.3% |
| 7D | -1.9% | +1.5% | -3.4% | -2.5% |
| 30D | -1.6% | -2.1% | +0.5% | -1.3% |
| 3M | +21.3% | +3.8% | +17.4% | +17.9% |
| 6M | +16.5% | +35.0% | -18.5% | +1.4% |
| YTD | +8.4% | +46.4% | -37.9% | -8.9% |
| 1Y | +15.6% | +63.0% | -47.4% | -7.4% |
| 3Y | +86.8% | +133.9% | -47.1% | +21.1% |
| 5Y | +60.5% | +226.5% | -166.0% | -14.2% |
| All | +294.9% | +541.6% | -246.7% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling