+2,896.3%
KLAC vs WAB
+296.8%
+2,599.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.3% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -13.2% | -4.1% | -9.1% | -10.9% |
| 3M | -25.0% | +8.2% | -33.2% | -28.3% |
| 6M | +23.6% | +15.4% | +8.2% | +14.2% |
| YTD | +49.2% | +33.1% | +16.1% | +27.4% |
| 1Y | +89.3% | +48.1% | +41.3% | +52.3% |
| 3Y | +274.4% | +167.7% | +106.6% | +120.1% |
| 5Y | +440.9% | +225.7% | +215.2% | +191.1% |
| All | +2,896.3% | +296.8% | +2,599.5% | +1,192.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling