+3,951.8%
KLAC vs WING
+405.9%
+3,545.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.6% |
| 7D | +5.7% | -3.9% | +9.6% | +6.7% |
| 30D | -3.6% | -11.6% | +8.0% | -1.4% |
| 3M | -12.8% | -24.2% | +11.4% | -7.7% |
| 6M | +26.1% | -54.1% | +80.1% | +50.6% |
| YTD | +53.3% | -53.9% | +107.2% | +80.2% |
| 1Y | +113.7% | -64.4% | +178.0% | +166.9% |
| 3Y | +274.9% | -30.2% | +305.1% | +264.9% |
| 5Y | +470.1% | -34.1% | +504.3% | +433.7% |
| 10Y | +2,997.0% | +342.1% | +2,654.9% | +1,972.3% |
| All | +3,951.8% | +405.9% | +3,545.9% | +2,577.7% |
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