+923.6%
SCHW vs XYL
+454.2%
+469.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.3% |
| 7D | -2.8% | -1.2% | -1.5% | -2.1% |
| 30D | -0.1% | -13.2% | +13.1% | +8.3% |
| 3M | +20.6% | -0.2% | +20.7% | +19.6% |
| 6M | +15.9% | -12.5% | +28.4% | +23.6% |
| YTD | +8.5% | -20.9% | +29.4% | +22.7% |
| 1Y | +17.8% | -21.6% | +39.4% | +33.8% |
| 3Y | +88.5% | +16.1% | +72.4% | +63.8% |
| 5Y | +60.6% | -15.6% | +76.2% | +65.2% |
| 10Y | +298.0% | +147.7% | +150.4% | +106.3% |
| All | +923.6% | +454.2% | +469.3% | +254.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 all: compounded portfolio wealth divided by compounded XYL 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…
all analysis · Full analysis span regression · 6 months rolling