+275.5%
SCHW vs WCC
+1,675.2%
-1,399.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +4.0% | +1.8% |
| 7D | -2.8% | +1.7% | -4.4% | -3.4% |
| 30D | -0.1% | -6.1% | +6.0% | +1.7% |
| 3M | +20.6% | +3.1% | +17.5% | +17.5% |
| 6M | +15.9% | +28.2% | -12.3% | +3.3% |
| YTD | +8.5% | +41.1% | -32.6% | -7.0% |
| 1Y | +17.8% | +61.3% | -43.4% | -4.3% |
| 3Y | +88.5% | +123.6% | -35.1% | +28.3% |
| 5Y | +60.6% | +214.8% | -154.2% | -7.3% |
| 10Y | +298.0% | +513.6% | -215.6% | +64.4% |
| All | +275.5% | +1,675.2% | -1,399.7% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling