+452.1%
KLAC vs WAT
-4.9%
+457.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | +6.2% | -1.8% | +8.0% | +6.9% |
| 30D | -5.0% | -1.7% | -3.3% | -4.4% |
| 3M | -14.4% | +9.1% | -23.5% | -17.7% |
| 6M | +28.3% | +32.4% | -4.1% | +12.0% |
| YTD | +51.1% | +6.6% | +44.5% | +44.5% |
| 1Y | +100.4% | +34.7% | +65.7% | +70.6% |
| 3Y | +276.3% | +53.6% | +222.8% | +183.4% |
| 5Y | +452.1% | -4.1% | +456.1% | +414.7% |
| All | +452.1% | -4.9% | +457.0% | +414.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling