+85.7%
SCHG vs WING
-33.2%
+118.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.0% | -5.1% | -0.2% |
| 7D | -1.0% | +7.2% | -8.3% | -2.3% |
| 30D | -1.3% | +4.8% | -6.0% | -2.5% |
| 3M | +5.4% | -23.7% | +29.1% | +9.9% |
| 6M | +14.4% | -43.6% | +58.0% | +25.5% |
| YTD | +8.0% | -50.6% | +58.6% | +20.3% |
| 1Y | +12.7% | -57.0% | +69.8% | +28.5% |
| 3Y | +85.6% | -28.3% | +113.9% | +71.6% |
| All | +85.7% | -33.2% | +118.9% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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