+2,896.3%
KLAC vs WING
+407.7%
+2,488.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.0% | -4.0% | +0.3% |
| 7D | -2.7% | +7.2% | -9.9% | -4.5% |
| 30D | -13.2% | +4.8% | -17.9% | -15.0% |
| 3M | -25.0% | -23.7% | -1.3% | -20.5% |
| 6M | +23.6% | -43.6% | +67.2% | +41.3% |
| YTD | +49.2% | -50.6% | +99.8% | +74.2% |
| 1Y | +89.3% | -57.0% | +146.4% | +128.1% |
| 3Y | +274.4% | -28.3% | +302.6% | +257.5% |
| 5Y | +440.9% | -32.4% | +473.3% | +393.9% |
| All | +2,896.3% | +407.7% | +2,488.6% | +1,607.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling