+461.7%
SCHG vs WING
+407.0%
+54.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.1% | -0.1% | +0.1% | -0.1% |
| 30D | -1.5% | -6.0% | +4.6% | -0.6% |
| 3M | +4.4% | -23.5% | +27.9% | +9.0% |
| 6M | +15.7% | -52.0% | +67.7% | +31.7% |
| YTD | +8.3% | -53.8% | +62.1% | +22.8% |
| 1Y | +14.2% | -63.8% | +78.0% | +35.4% |
| 3Y | +88.3% | -30.8% | +119.0% | +82.0% |
| 5Y | +83.5% | -34.3% | +117.7% | +69.8% |
| 10Y | +444.2% | +352.4% | +91.8% | +243.0% |
| All | +461.7% | +407.0% | +54.7% | +238.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling