+87.0%
SCHW vs WMB
+137.7%
-50.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.6% |
| 7D | -2.8% | -1.7% | -1.1% | -2.4% |
| 30D | -0.1% | +0.7% | -0.8% | -0.4% |
| 3M | +20.6% | +1.5% | +19.1% | +19.3% |
| 6M | +15.9% | +0.1% | +15.9% | +15.0% |
| YTD | +8.5% | +22.9% | -14.4% | -0.9% |
| 1Y | +17.8% | +27.9% | -10.0% | +5.3% |
| All | +87.0% | +137.7% | -50.8% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling