+452.1%
KLAC vs WDAY
-31.5%
+483.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +6.2% | -7.4% | +13.6% | +7.7% |
| 30D | -5.0% | +1.0% | -6.0% | -6.0% |
| 3M | -14.4% | +32.7% | -47.1% | -22.3% |
| 6M | +28.3% | +25.6% | +2.7% | +16.4% |
| YTD | +51.1% | -13.4% | +64.5% | +58.7% |
| 1Y | +100.4% | -19.4% | +119.7% | +115.3% |
| 3Y | +276.3% | -25.8% | +302.1% | +301.2% |
| 5Y | +452.1% | -31.1% | +483.2% | +542.2% |
| All | +452.1% | -31.5% | +483.6% | +542.2% |
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