+86.8%
SCHW vs WY
-24.8%
+111.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -1.9% | -4.2% | +2.3% | -1.0% |
| 30D | -1.6% | -10.1% | +8.5% | +0.6% |
| 3M | +21.3% | -8.5% | +29.8% | +23.2% |
| 6M | +16.5% | -3.3% | +19.8% | +16.4% |
| YTD | +8.4% | -4.4% | +12.8% | +8.0% |
| 1Y | +15.6% | -11.5% | +27.1% | +17.9% |
| 3Y | +86.8% | -24.3% | +111.2% | +98.2% |
| All | +86.8% | -24.8% | +111.6% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling