+59.5%
SCHD vs WFC
+126.7%
-67.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.5% |
| 3M | +6.2% | +9.8% | -3.5% | +3.2% |
| 6M | +11.8% | +15.6% | -3.7% | +6.7% |
| YTD | +26.0% | -2.4% | +28.4% | +26.1% |
| 1Y | +28.1% | +13.8% | +14.3% | +21.9% |
| 3Y | +54.6% | +134.6% | -80.1% | +13.1% |
| All | +59.5% | +126.7% | -67.2% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling