+286.1%
KLAC vs WEC
+56.3%
+229.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.1% |
| 7D | +10.0% | +2.3% | +7.7% | +10.2% |
| 30D | -14.8% | +11.1% | -25.9% | -14.0% |
| 3M | -27.2% | +8.4% | -35.6% | -26.6% |
| 6M | -17.5% | +7.5% | -25.0% | -16.9% |
| YTD | +25.8% | +15.3% | +10.5% | +26.7% |
| 1Y | +31.8% | +9.7% | +22.1% | +32.7% |
| 3Y | +195.3% | +64.7% | +130.6% | +190.4% |
| All | +286.1% | +56.3% | +229.8% | +295.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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