+1,188.5%
WDC vs SCHW
+301.0%
+887.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -4.3% | -1.9% | -2.4% | -3.5% |
| 30D | -1.5% | -1.6% | +0.1% | -1.0% |
| 3M | -15.5% | +21.3% | -36.8% | -24.3% |
| 6M | +66.5% | +16.5% | +50.0% | +50.9% |
| YTD | +159.9% | +8.4% | +151.4% | +145.0% |
| 1Y | +366.0% | +15.6% | +350.3% | +324.0% |
| 3Y | +1,285.8% | +86.8% | +1,199.0% | +870.3% |
| 5Y | +925.6% | +60.5% | +865.1% | +629.0% |
| All | +1,188.5% | +301.0% | +887.5% | +444.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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