+59.6%
SCHW vs WEC
+30.6%
+29.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -2.8% | -1.3% | -1.5% | -2.5% |
| 30D | -0.1% | -0.4% | +0.3% | 0.0% |
| 3M | +20.6% | -6.8% | +27.4% | +22.2% |
| 6M | +15.9% | -6.4% | +22.3% | +17.3% |
| YTD | +8.5% | +2.5% | +6.0% | +7.1% |
| 1Y | +17.8% | -0.4% | +18.2% | +17.1% |
| 3Y | +88.5% | +38.5% | +50.0% | +70.7% |
| All | +59.6% | +30.6% | +29.0% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling