+2,896.3%
KLAC vs WAT
+170.9%
+2,725.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.1% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | -13.2% | -1.9% | -11.3% | -12.4% |
| 3M | -25.0% | +13.5% | -38.5% | -30.0% |
| 6M | +23.6% | +37.2% | -13.6% | +2.5% |
| YTD | +49.2% | +7.5% | +41.7% | +40.1% |
| 1Y | +89.3% | +35.0% | +54.3% | +55.3% |
| 3Y | +274.4% | +55.1% | +219.3% | +162.8% |
| 5Y | +440.9% | -2.8% | +443.8% | +402.4% |
| All | +2,896.3% | +170.9% | +2,725.4% | +1,396.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling