+294.9%
SCHW vs WTW
+198.0%
+96.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -1.9% | -5.7% | +3.8% | +0.9% |
| 30D | -1.6% | -7.3% | +5.6% | +1.9% |
| 3M | +21.3% | +21.5% | -0.2% | +9.8% |
| 6M | +16.5% | +9.6% | +6.9% | +10.0% |
| YTD | +8.4% | -3.3% | +11.7% | +8.0% |
| 1Y | +15.6% | -6.1% | +21.8% | +16.7% |
| 3Y | +86.8% | +61.8% | +25.0% | +36.5% |
| 5Y | +60.5% | +42.7% | +17.8% | +24.1% |
| All | +294.9% | +198.0% | +96.9% | +95.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling