+26.2%
KLAC vs WAB
+46.5%
-20.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -5.2% |
| 7D | -5.7% | +4.5% | -10.2% | -9.8% |
| 30D | -27.6% | +1.1% | -28.7% | -28.3% |
| 3M | -23.3% | -1.3% | -22.0% | -22.2% |
| 6M | -12.4% | +12.7% | -25.1% | -21.5% |
| YTD | +23.7% | +38.7% | -14.9% | -9.5% |
| 1Y | +26.2% | +44.9% | -18.8% | -10.4% |
| All | +26.2% | +46.5% | -20.4% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling