+5,637.8%
KLAC vs WDAY
+296.8%
+5,341.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +21.2% | -4.8% | +25.9% | +22.7% |
| 30D | -14.5% | +2.5% | -17.0% | -15.6% |
| 3M | -24.4% | +8.8% | -33.1% | -27.7% |
| 6M | -12.9% | +60.7% | -73.7% | -29.7% |
| YTD | +29.9% | -11.2% | +41.2% | +26.4% |
| 1Y | +31.9% | -15.6% | +47.5% | +30.3% |
| 3Y | +201.5% | -17.1% | +218.6% | +190.4% |
| 5Y | +298.6% | -35.7% | +334.3% | +309.6% |
| 10Y | +2,324.4% | +130.4% | +2,193.9% | +1,660.8% |
| All | +5,637.8% | +296.8% | +5,341.1% | +3,999.2% |
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 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