+295.2%
SCHW vs WELL
+356.9%
-61.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -2.8% | -2.2% | -0.5% | -2.2% |
| 30D | -0.1% | +4.7% | -4.7% | -1.3% |
| 3M | +20.6% | +11.9% | +8.6% | +16.6% |
| 6M | +15.9% | +14.3% | +1.7% | +11.1% |
| YTD | +8.5% | +28.4% | -19.9% | +0.3% |
| 1Y | +17.8% | +42.3% | -24.4% | +5.4% |
| 3Y | +88.5% | +202.6% | -114.0% | +34.2% |
| 5Y | +60.6% | +206.5% | -145.9% | +12.9% |
| All | +295.2% | +356.9% | -61.7% | +138.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling