+20,248.3%
KLAC vs WCN
+6,767.3%
+13,481.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +2.1% |
| 7D | +10.6% | -0.4% | +11.0% | +10.7% |
| 30D | -4.5% | -2.1% | -2.4% | -4.0% |
| 3M | -10.3% | +6.4% | -16.6% | -12.7% |
| 6M | +40.9% | -3.7% | +44.6% | +40.4% |
| YTD | +56.1% | -6.4% | +62.5% | +56.6% |
| 1Y | +109.0% | -7.9% | +117.0% | +110.2% |
| 3Y | +288.8% | +20.8% | +268.0% | +257.5% |
| 5Y | +489.1% | +29.0% | +460.2% | +431.4% |
| 10Y | +3,041.8% | +236.4% | +2,805.4% | +2,121.0% |
| All | +20,248.3% | +6,767.3% | +13,481.0% | +8,618.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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