+87.0%
SCHW vs WU
-29.2%
+116.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.8% |
| 7D | -2.8% | -5.0% | +2.2% | -2.2% |
| 30D | -0.1% | -2.3% | +2.2% | +0.2% |
| 3M | +20.6% | -3.2% | +23.8% | +20.3% |
| 6M | +15.9% | -25.0% | +41.0% | +19.4% |
| YTD | +8.5% | -21.7% | +30.1% | +11.0% |
| 1Y | +17.8% | -9.0% | +26.8% | +18.1% |
| All | +87.0% | -29.2% | +116.1% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling