+294.9%
SCHW vs WM
+305.7%
-10.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -1.9% | -2.1% | +0.2% | -0.8% |
| 30D | -1.6% | -5.3% | +3.6% | +1.1% |
| 3M | +21.3% | -2.0% | +23.3% | +22.2% |
| 6M | +16.5% | -8.6% | +25.1% | +21.3% |
| YTD | +8.4% | -1.6% | +10.0% | +8.0% |
| 1Y | +15.6% | -1.2% | +16.8% | +14.6% |
| 3Y | +86.8% | +41.9% | +44.9% | +44.2% |
| 5Y | +60.5% | +49.6% | +11.0% | +17.0% |
| All | +294.9% | +305.7% | -10.7% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded WM 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling