+59.7%
SCHW vs WM
+53.3%
+6.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.1% |
| 7D | -1.3% | -0.9% | -0.4% | -1.0% |
| 30D | -0.4% | -4.3% | +4.0% | +0.9% |
| 3M | +21.7% | +0.8% | +20.9% | +21.3% |
| 6M | +13.0% | -10.8% | +23.7% | +16.5% |
| YTD | +8.0% | -0.1% | +8.1% | +7.4% |
| 1Y | +15.8% | +1.0% | +14.8% | +14.6% |
| 3Y | +87.7% | +45.1% | +42.6% | +57.8% |
| 5Y | +59.7% | +52.1% | +7.6% | +28.1% |
| All | +59.7% | +53.3% | +6.3% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling