+101.9%
WMT vs SCHW
+86.6%
+15.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | 0.0% | -1.9% | +1.9% | +0.3% |
| 30D | -7.4% | -1.6% | -5.8% | -7.2% |
| 3M | -10.9% | +21.3% | -32.1% | -12.9% |
| 6M | -12.7% | +16.5% | -29.2% | -14.3% |
| YTD | -3.2% | +8.4% | -11.6% | -4.2% |
| 1Y | +5.3% | +15.6% | -10.4% | +3.2% |
| 3Y | +101.9% | +86.8% | +15.0% | +89.4% |
| All | +101.9% | +86.6% | +15.2% | +89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling