+2,247.0%
KLAC vs WING
+620.3%
+1,626.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.1% | -3.2% |
| 7D | +10.0% | -2.5% | +12.5% | +10.7% |
| 30D | -14.8% | +29.5% | -44.3% | -21.0% |
| 3M | -27.2% | +40.2% | -67.3% | -34.8% |
| 6M | -17.5% | +32.7% | -50.2% | -26.2% |
| YTD | +25.8% | -32.8% | +58.6% | +33.8% |
| 1Y | +31.8% | -31.7% | +63.5% | +38.8% |
| 3Y | +195.3% | -24.7% | +220.0% | +180.4% |
| 5Y | +285.9% | -0.5% | +286.4% | +213.7% |
| All | +2,247.0% | +620.3% | +1,626.7% | +1,121.3% |
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 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