+91.0%
KLAC vs WDAY
-19.9%
+110.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.3% |
| 7D | +2.5% | -10.5% | +13.0% | -1.2% |
| 30D | -11.5% | +2.1% | -13.6% | -10.3% |
| 3M | -16.9% | +34.6% | -51.6% | -2.9% |
| 6M | +22.2% | +29.9% | -7.7% | +44.2% |
| YTD | +46.4% | -13.8% | +60.2% | +72.5% |
| 1Y | +91.0% | -18.3% | +109.3% | +127.6% |
| All | +91.0% | -19.9% | +110.9% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 1y: compounded portfolio wealth divided by compounded WDAY 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…
1y analysis · Full analysis span regression · 6 months rolling