+294.9%
SCHW vs WU
-39.1%
+334.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -1.9% | -3.5% | +1.6% | -0.5% |
| 30D | -1.6% | -2.9% | +1.3% | -0.6% |
| 3M | +21.3% | -2.3% | +23.5% | +19.9% |
| 6M | +16.5% | -25.4% | +41.9% | +28.6% |
| YTD | +8.4% | -21.2% | +29.6% | +16.4% |
| 1Y | +15.6% | -8.9% | +24.5% | +15.2% |
| 3Y | +86.8% | -29.0% | +115.8% | +100.8% |
| 5Y | +60.5% | -50.7% | +111.3% | +105.5% |
| All | +294.9% | -39.1% | +334.0% | +336.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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