+59.6%
SCHW vs WWD
+180.3%
-120.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.2% |
| 7D | -2.8% | -2.9% | +0.1% | -1.9% |
| 30D | -0.1% | -6.6% | +6.5% | +1.9% |
| 3M | +20.6% | -9.3% | +29.9% | +23.3% |
| 6M | +15.9% | -13.6% | +29.6% | +19.7% |
| YTD | +8.5% | +10.4% | -1.9% | +2.2% |
| 1Y | +17.8% | +39.9% | -22.0% | +1.0% |
| 3Y | +88.5% | +165.0% | -76.5% | +21.0% |
| All | +59.6% | +180.3% | -120.7% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling