+0.8%
SCHW vs WELL
+37.3%
-36.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +4.7% |
| 7D | +5.2% | +9.2% | -4.0% | +5.6% |
| 30D | -4.7% | +10.6% | -15.3% | -4.1% |
| 3M | -11.9% | +7.5% | -19.4% | -11.6% |
| 6M | +2.7% | +15.0% | -12.3% | +3.7% |
| YTD | -5.6% | +35.0% | -40.7% | +0.1% |
| 1Y | +0.8% | +36.5% | -35.7% | +7.3% |
| All | +0.8% | +37.3% | -36.5% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 1y: compounded portfolio wealth divided by compounded WELL 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…
1y analysis · Full analysis span regression · 6 months rolling