+268.2%
SCHW vs WING
+407.0%
-138.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -0.4% | -6.0% | +5.6% | +0.3% |
| 3M | +21.7% | -23.5% | +45.2% | +25.5% |
| 6M | +13.0% | -52.0% | +64.9% | +24.4% |
| YTD | +8.0% | -53.8% | +61.8% | +19.1% |
| 1Y | +15.8% | -63.8% | +79.6% | +31.8% |
| 3Y | +87.7% | -30.8% | +118.5% | +82.7% |
| 5Y | +59.7% | -34.3% | +94.0% | +49.5% |
| 10Y | +292.9% | +352.4% | -59.5% | +132.2% |
| All | +268.2% | +407.0% | -138.8% | +102.7% |
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