+39.3%
SCHW vs WETO
-99.4%
+138.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.4% | -0.1% |
| 7D | -1.9% | -4.3% | +2.4% | -1.9% |
| 30D | -1.6% | -39.9% | +38.3% | -1.7% |
| 3M | +21.3% | -97.9% | +119.2% | +20.8% |
| 6M | +16.5% | -95.0% | +111.5% | +14.3% |
| YTD | +8.4% | -97.2% | +105.6% | +6.8% |
| 1Y | +15.6% | -98.9% | +114.5% | +14.4% |
| All | +39.3% | -99.4% | +138.7% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 all: compounded portfolio wealth divided by compounded WETO 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…
all analysis · Full analysis span regression · 6 months rolling