+294.9%
SCHW vs WST
+344.2%
-49.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.2% |
| 7D | -1.9% | +1.8% | -3.7% | -2.2% |
| 30D | -1.6% | -1.7% | +0.1% | -1.4% |
| 3M | +21.3% | +4.9% | +16.4% | +20.1% |
| 6M | +16.5% | +45.5% | -29.0% | +8.4% |
| YTD | +8.4% | +26.1% | -17.7% | +3.3% |
| 1Y | +15.6% | +31.7% | -16.1% | +8.9% |
| 3Y | +86.8% | -12.1% | +98.9% | +82.2% |
| 5Y | +60.5% | -23.6% | +84.1% | +60.4% |
| All | +294.9% | +344.2% | -49.3% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded WST 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling