+295.2%
SCHW vs WMB
+304.7%
-9.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +2.0% |
| 7D | -2.8% | -1.7% | -1.1% | -2.2% |
| 30D | -0.1% | +0.7% | -0.8% | -0.7% |
| 3M | +20.6% | +1.5% | +19.1% | +18.9% |
| 6M | +15.9% | +0.1% | +15.9% | +14.6% |
| YTD | +8.5% | +22.9% | -14.4% | -2.5% |
| 1Y | +17.8% | +27.9% | -10.0% | +3.6% |
| 3Y | +88.5% | +139.1% | -50.6% | +23.0% |
| 5Y | +60.6% | +270.9% | -210.3% | -14.5% |
| All | +295.2% | +304.7% | -9.5% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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