+405.6%
WFC vs SCHG
+1,127.0%
-721.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.5% |
| 7D | +0.4% | -0.9% | +1.3% | +1.2% |
| 30D | +2.5% | -2.3% | +4.7% | +4.4% |
| 3M | +10.0% | +4.5% | +5.5% | +5.5% |
| 6M | +15.1% | +13.6% | +1.5% | +2.1% |
| YTD | -2.2% | +7.6% | -9.8% | -9.0% |
| 1Y | +13.5% | +13.0% | +0.4% | +0.8% |
| 3Y | +135.2% | +87.0% | +48.2% | +30.1% |
| 5Y | +128.3% | +82.9% | +45.5% | +24.9% |
| 10Y | +142.4% | +453.6% | -311.3% | -62.4% |
| All | +405.6% | +1,127.0% | -721.3% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling