+295.2%
SCHW vs WST
+341.6%
-46.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.4% | +0.4% |
| 7D | -2.8% | +0.4% | -3.2% | -2.8% |
| 30D | -0.1% | -2.0% | +2.0% | +0.3% |
| 3M | +20.6% | +4.1% | +16.5% | +19.6% |
| 6M | +15.9% | +47.4% | -31.5% | +7.7% |
| YTD | +8.5% | +25.4% | -16.9% | +3.5% |
| 1Y | +17.8% | +35.3% | -17.5% | +10.5% |
| 3Y | +88.5% | -11.7% | +100.2% | +83.6% |
| 5Y | +60.6% | -24.0% | +84.6% | +60.7% |
| All | +295.2% | +341.6% | -46.4% | +104.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling