+553.0%
SCHD vs WFC
+436.9%
+116.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.9% | -1.6% |
| 7D | -2.6% | +0.4% | -3.1% | -2.8% |
| 30D | -0.3% | +2.5% | -2.7% | -1.3% |
| 3M | +6.1% | +10.0% | -3.9% | +2.1% |
| 6M | +11.7% | +15.1% | -3.3% | +5.3% |
| YTD | +26.3% | -2.2% | +28.5% | +26.1% |
| 1Y | +28.8% | +13.5% | +15.3% | +21.0% |
| 3Y | +55.0% | +135.2% | -80.2% | +6.6% |
| 5Y | +60.0% | +128.3% | -68.3% | +8.1% |
| 10Y | +243.1% | +142.4% | +100.7% | +105.7% |
| All | +553.0% | +436.9% | +116.1% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling