+122.9%
WFC vs SCHG
+84.3%
+38.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.4% |
| 7D | +0.4% | -1.0% | +1.4% | +1.0% |
| 30D | +1.5% | -1.3% | +2.8% | +2.3% |
| 3M | +10.2% | +5.4% | +4.8% | +6.5% |
| 6M | +18.8% | +14.4% | +4.4% | +8.7% |
| YTD | -1.5% | +8.0% | -9.6% | -6.6% |
| 1Y | +13.5% | +12.7% | +0.8% | +4.7% |
| 3Y | +135.0% | +85.6% | +49.3% | +58.3% |
| All | +122.9% | +84.3% | +38.6% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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