+87.0%
SCHW vs WEC
+39.2%
+47.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | -0.1% | -0.4% | +0.3% | 0.0% |
| 3M | +20.6% | -6.8% | +27.4% | +21.8% |
| 6M | +15.9% | -6.4% | +22.3% | +17.0% |
| YTD | +8.5% | +2.5% | +6.0% | +6.9% |
| 1Y | +17.8% | -0.4% | +18.2% | +16.9% |
| All | +87.0% | +39.2% | +47.8% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 3y: compounded portfolio wealth divided by compounded WEC 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…
3y analysis · Full analysis span regression · 6 months rolling