+26.2%
KLAC vs WAT
+32.9%
-6.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.5% |
| 7D | -5.7% | -1.9% | -3.7% | -5.1% |
| 30D | -27.6% | +6.2% | -33.8% | -28.5% |
| 3M | -23.3% | +18.1% | -41.3% | -26.4% |
| 6M | -12.4% | +54.9% | -67.3% | -21.4% |
| YTD | +23.7% | +23.1% | +0.6% | +16.3% |
| 1Y | +26.2% | +27.3% | -1.1% | +18.2% |
| All | +26.2% | +32.9% | -6.8% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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