+720.4%
SCHW vs WTW
+1,101.3%
-380.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -2.8% | -7.8% | +5.0% | +1.5% |
| 30D | -0.1% | -7.9% | +7.8% | +4.3% |
| 3M | +20.6% | +19.9% | +0.6% | +8.8% |
| 6M | +15.9% | +9.8% | +6.1% | +8.6% |
| YTD | +8.5% | -3.3% | +11.8% | +7.8% |
| 1Y | +17.8% | -3.3% | +21.1% | +16.6% |
| 3Y | +88.5% | +61.5% | +27.0% | +37.1% |
| 5Y | +60.6% | +42.6% | +18.0% | +23.9% |
| 10Y | +298.0% | +197.1% | +101.0% | +94.8% |
| All | +720.4% | +1,101.3% | -380.9% | +192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling