+59.6%
SCHW vs WCC
+212.3%
-152.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +4.0% | +1.6% |
| 7D | -2.8% | +1.7% | -4.4% | -3.3% |
| 30D | -0.1% | -6.1% | +6.0% | +1.3% |
| 3M | +20.6% | +3.1% | +17.5% | +18.1% |
| 6M | +15.9% | +28.2% | -12.3% | +4.8% |
| YTD | +8.5% | +41.1% | -32.6% | -5.3% |
| 1Y | +17.8% | +61.3% | -43.4% | -2.2% |
| 3Y | +88.5% | +123.6% | -35.1% | +30.3% |
| All | +59.6% | +212.3% | -152.7% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling