+8,892.0%
WMT vs SCHW
+52,067.9%
-43,175.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -2.5% | -2.8% | +0.3% | -2.0% |
| 30D | -6.4% | -0.1% | -6.4% | -6.4% |
| 3M | -12.1% | +20.6% | -32.7% | -15.2% |
| 6M | -15.0% | +15.9% | -30.9% | -17.5% |
| YTD | -4.5% | +8.5% | -13.0% | -6.3% |
| 1Y | +6.2% | +17.8% | -11.7% | +2.4% |
| 3Y | +99.9% | +88.5% | +11.3% | +74.6% |
| 5Y | +131.4% | +60.6% | +70.8% | +102.8% |
| 10Y | +433.2% | +298.0% | +135.2% | +275.0% |
| All | +8,892.0% | +52,067.9% | -43,175.9% | +1,385.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling