+120.8%
WFC vs SCHW
+59.4%
+61.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.6% |
| 7D | +0.3% | -2.8% | +3.1% | +1.8% |
| 30D | +2.3% | -0.1% | +2.3% | +2.2% |
| 3M | +9.8% | +20.6% | -10.8% | -0.8% |
| 6M | +15.6% | +15.9% | -0.4% | +5.9% |
| YTD | -2.4% | +8.5% | -10.9% | -7.5% |
| 1Y | +13.8% | +17.8% | -4.0% | +3.2% |
| 3Y | +134.6% | +88.5% | +46.1% | +64.8% |
| All | +120.8% | +59.4% | +61.4% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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