+279.1%
KLAC vs WAB
+164.8%
+114.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.0% |
| 7D | +6.2% | +0.2% | +5.9% | +6.0% |
| 30D | -5.0% | -4.6% | -0.4% | -0.9% |
| 3M | -14.4% | +5.6% | -20.0% | -18.3% |
| 6M | +28.3% | +13.8% | +14.5% | +14.8% |
| YTD | +51.1% | +31.9% | +19.2% | +19.9% |
| 1Y | +100.4% | +48.3% | +52.1% | +44.2% |
| All | +279.1% | +164.8% | +114.3% | +95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling