+59.6%
SCHW vs WING
-36.9%
+96.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -2.8% | +0.2% | -3.0% | -2.8% |
| 30D | -0.1% | -0.5% | +0.4% | -0.2% |
| 3M | +20.6% | -23.9% | +44.4% | +23.9% |
| 6M | +15.9% | -48.9% | +64.8% | +25.3% |
| YTD | +8.5% | -53.3% | +61.8% | +18.3% |
| 1Y | +17.8% | -60.3% | +78.1% | +30.7% |
| 3Y | +88.5% | -30.1% | +118.6% | +79.3% |
| All | +59.6% | -36.9% | +96.5% | +38.1% |
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 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