+6,670.1%
KLAC vs WDAY
+307.5%
+6,362.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -5.4% | +12.7% | +8.9% |
| 7D | +5.7% | -4.4% | +10.1% | +6.9% |
| 30D | -3.6% | +14.7% | -18.4% | -8.6% |
| 3M | -12.8% | +32.4% | -45.2% | -23.1% |
| 6M | +26.1% | +36.9% | -10.8% | +6.9% |
| YTD | +53.3% | -8.8% | +62.2% | +49.3% |
| 1Y | +113.7% | -15.3% | +129.0% | +112.3% |
| 3Y | +274.9% | -21.2% | +296.1% | +271.4% |
| 5Y | +470.1% | -29.5% | +499.7% | +473.6% |
| 10Y | +2,997.0% | +120.0% | +2,877.0% | +2,175.5% |
| All | +6,670.1% | +307.5% | +6,362.7% | +4,743.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling