+19,436.5%
KLAC vs WAT
+10,816.8%
+8,619.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.7% |
| 7D | +5.7% | -1.3% | +7.0% | +6.2% |
| 30D | -3.6% | +2.3% | -6.0% | -4.5% |
| 3M | -12.8% | +8.7% | -21.6% | -15.4% |
| 6M | +26.1% | +28.3% | -2.3% | +14.4% |
| YTD | +53.3% | +7.8% | +45.5% | +47.1% |
| 1Y | +113.7% | +36.6% | +77.1% | +87.9% |
| 3Y | +274.9% | +45.7% | +229.2% | +214.0% |
| 5Y | +470.1% | -3.3% | +473.5% | +447.0% |
| 10Y | +2,997.0% | +162.1% | +2,834.9% | +2,040.8% |
| All | +19,436.5% | +10,816.8% | +8,619.7% | +8,628.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling