+298.6%
KLAC vs WDAY
-35.8%
+334.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | +21.2% | -4.8% | +25.9% | +22.2% |
| 30D | -14.5% | +2.5% | -17.0% | -15.3% |
| 3M | -24.4% | +8.8% | -33.1% | -26.7% |
| 6M | -12.9% | +60.7% | -73.7% | -26.8% |
| YTD | +29.9% | -11.2% | +41.2% | +35.2% |
| 1Y | +31.9% | -15.6% | +47.5% | +39.8% |
| 3Y | +201.5% | -17.1% | +218.6% | +204.9% |
| 5Y | +298.6% | -35.7% | +334.3% | +370.9% |
| All | +298.6% | -35.8% | +334.4% | +370.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling