+13.4%
SCHW vs WTW
+3.0%
+10.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.6% |
| 7D | -0.8% | -2.6% | +1.8% | -0.3% |
| 30D | +1.5% | -1.0% | +2.5% | +1.7% |
| 3M | +24.6% | +29.9% | -5.4% | +18.9% |
| 6M | +14.5% | +10.7% | +3.8% | +11.2% |
| YTD | +10.5% | +2.6% | +7.9% | +7.7% |
| 1Y | +13.4% | +2.8% | +10.6% | +9.4% |
| All | +13.4% | +3.0% | +10.4% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling