+294.9%
SCHW vs WY
+7.6%
+287.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -1.9% | -4.2% | +2.3% | -0.2% |
| 30D | -1.6% | -10.1% | +8.5% | +2.6% |
| 3M | +21.3% | -8.5% | +29.8% | +24.9% |
| 6M | +16.5% | -3.3% | +19.8% | +16.7% |
| YTD | +8.4% | -4.4% | +12.8% | +8.4% |
| 1Y | +15.6% | -11.5% | +27.1% | +19.2% |
| 3Y | +86.8% | -24.3% | +111.2% | +101.9% |
| 5Y | +60.5% | -21.3% | +81.8% | +67.8% |
| All | +294.9% | +7.6% | +287.3% | +230.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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