+59.5%
SCHW vs WELL
+203.1%
-143.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -1.9% | -0.2% | -1.6% | -1.8% |
| 30D | -1.6% | +2.3% | -3.9% | -2.3% |
| 3M | +21.3% | +12.3% | +9.0% | +16.6% |
| 6M | +16.5% | +15.6% | +0.9% | +10.6% |
| YTD | +8.4% | +28.3% | -19.9% | -1.2% |
| 1Y | +15.6% | +41.9% | -26.3% | +1.0% |
| 3Y | +86.8% | +198.3% | -111.5% | +19.2% |
| All | +59.5% | +203.1% | -143.6% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling