+2,896.3%
KLAC vs WBD
+15.0%
+2,881.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.5% | +2.1% |
| 7D | -2.7% | -0.7% | -1.9% | -2.5% |
| 30D | -13.2% | +1.4% | -14.6% | -13.5% |
| 3M | -25.0% | +4.4% | -29.4% | -25.8% |
| 6M | +23.6% | +0.8% | +22.8% | +23.5% |
| YTD | +49.2% | -2.7% | +51.9% | +50.3% |
| 1Y | +89.3% | +73.4% | +15.9% | +66.5% |
| 3Y | +274.4% | +142.1% | +132.2% | +188.3% |
| 5Y | +440.9% | +7.2% | +433.7% | +375.9% |
| All | +2,896.3% | +15.0% | +2,881.4% | +2,151.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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