+288.8%
KLAC vs WAT
+49.0%
+239.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.4% |
| 7D | +10.6% | -0.7% | +11.3% | +10.8% |
| 30D | -4.5% | -1.0% | -3.5% | -4.3% |
| 3M | -10.3% | +10.9% | -21.1% | -13.5% |
| 6M | +40.9% | +33.2% | +7.7% | +26.6% |
| YTD | +56.1% | +6.1% | +50.0% | +51.3% |
| 1Y | +109.0% | +30.2% | +78.8% | +86.7% |
| 3Y | +288.8% | +52.9% | +236.0% | +235.5% |
| All | +288.8% | +49.0% | +239.8% | +235.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling