+87.0%
SCHW vs WST
-11.8%
+98.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.4% | +0.6% |
| 7D | -2.8% | +0.4% | -3.2% | -2.8% |
| 30D | -0.1% | -2.0% | +2.0% | +0.1% |
| 3M | +20.6% | +4.1% | +16.5% | +20.2% |
| 6M | +15.9% | +47.4% | -31.5% | +12.8% |
| YTD | +8.5% | +25.4% | -16.9% | +6.5% |
| 1Y | +17.8% | +35.3% | -17.5% | +15.0% |
| All | +87.0% | -11.8% | +98.8% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling