+1,118.3%
SCHW vs WPM
+5,810.9%
-4,692.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +1.0% |
| 7D | -2.8% | -3.6% | +0.8% | -2.5% |
| 30D | -0.1% | +12.5% | -12.5% | -1.1% |
| 3M | +20.6% | +40.6% | -20.0% | +16.9% |
| 6M | +15.9% | +0.5% | +15.4% | +15.3% |
| YTD | +8.5% | +29.0% | -20.5% | +5.3% |
| 1Y | +17.8% | +43.8% | -26.0% | +13.1% |
| 3Y | +88.5% | +266.3% | -177.7% | +65.8% |
| 5Y | +60.6% | +255.1% | -194.5% | +40.2% |
| 10Y | +298.0% | +526.8% | -228.8% | +216.9% |
| All | +1,118.3% | +5,810.9% | -4,692.6% | +530.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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