+430.6%
KLAC vs WING
-35.5%
+466.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.1% | -3.1% |
| 7D | +2.5% | +0.2% | +2.2% | +2.4% |
| 30D | -11.5% | -0.5% | -11.1% | -12.1% |
| 3M | -16.9% | -23.9% | +6.9% | -12.2% |
| 6M | +22.2% | -48.9% | +71.1% | +42.5% |
| YTD | +46.4% | -53.3% | +99.7% | +72.0% |
| 1Y | +91.0% | -60.3% | +151.3% | +133.2% |
| 3Y | +264.6% | -30.1% | +294.7% | +239.9% |
| 5Y | +430.6% | -36.2% | +466.8% | +395.6% |
| All | +430.6% | -35.5% | +466.1% | +395.6% |
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 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