+7,664.1%
KLAC vs WBD
+291.3%
+7,372.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | +10.6% | -0.7% | +11.3% | +10.8% |
| 30D | -4.5% | +5.0% | -9.5% | -5.9% |
| 3M | -10.3% | +6.2% | -16.5% | -11.8% |
| 6M | +40.9% | +0.6% | +40.3% | +40.8% |
| YTD | +56.1% | -2.4% | +58.5% | +57.4% |
| 1Y | +109.0% | +127.7% | -18.7% | +61.6% |
| 3Y | +288.8% | +148.4% | +140.4% | +172.6% |
| 5Y | +489.1% | +4.2% | +484.9% | +402.9% |
| 10Y | +3,041.8% | +10.8% | +3,031.0% | +2,083.3% |
| All | +7,664.1% | +291.3% | +7,372.9% | +2,862.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling