+113.7%
KLAC vs WAB
+48.2%
+65.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.7% | +6.6% | +6.6% |
| 7D | +5.7% | -3.2% | +8.9% | +9.1% |
| 30D | -3.6% | -4.4% | +0.8% | +0.7% |
| 3M | -12.8% | +7.9% | -20.7% | -18.5% |
| 6M | +26.1% | +8.7% | +17.3% | +16.3% |
| YTD | +53.3% | +33.0% | +20.3% | +18.2% |
| 1Y | +113.7% | +46.7% | +67.0% | +53.7% |
| All | +113.7% | +48.2% | +65.5% | +53.7% |
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