+279.1%
KLAC vs WING
-29.7%
+308.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.4% |
| 7D | +6.2% | -2.3% | +8.5% | +6.6% |
| 30D | -5.0% | -5.6% | +0.6% | -4.5% |
| 3M | -14.4% | -22.9% | +8.5% | -10.9% |
| 6M | +28.3% | -50.4% | +78.7% | +45.6% |
| YTD | +51.1% | -53.3% | +104.4% | +71.4% |
| 1Y | +100.4% | -61.2% | +161.6% | +136.3% |
| All | +279.1% | -29.7% | +308.8% | +268.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling