+51,606.2%
SCHW vs WSM
+34,191.7%
+17,414.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.2% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -0.1% | -10.7% | +10.7% | +3.0% |
| 3M | +20.6% | +8.5% | +12.1% | +17.3% |
| 6M | +15.9% | +19.6% | -3.7% | +9.3% |
| YTD | +8.5% | +26.6% | -18.1% | +0.4% |
| 1Y | +17.8% | +12.0% | +5.9% | +12.4% |
| 3Y | +88.5% | +226.6% | -138.1% | +25.6% |
| 5Y | +60.6% | +174.1% | -113.5% | +8.1% |
| 10Y | +298.0% | +1,052.9% | -754.9% | +59.6% |
| All | +51,606.2% | +34,191.7% | +17,414.5% | +8,234.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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