+54.4%
SCHD vs WFC
+132.5%
-78.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | -0.8% | +2.3% | -3.1% | -1.4% |
| 3M | +6.2% | +9.8% | -3.5% | +3.7% |
| 6M | +11.8% | +15.6% | -3.7% | +7.6% |
| YTD | +26.0% | -2.4% | +28.4% | +26.2% |
| 1Y | +28.1% | +13.8% | +14.3% | +22.9% |
| All | +54.4% | +132.5% | -78.1% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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