+2,323.7%
KLAC vs WELL
+464.2%
+1,859.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | +21.2% | +0.1% | +21.0% | +21.2% |
| 30D | -14.5% | +6.8% | -21.3% | -16.4% |
| 3M | -24.4% | +6.7% | -31.1% | -26.1% |
| 6M | -12.9% | +13.8% | -26.8% | -17.4% |
| YTD | +29.9% | +33.8% | -3.9% | +16.7% |
| 1Y | +31.9% | +29.6% | +2.3% | +19.6% |
| 3Y | +201.5% | +203.1% | -1.6% | +103.2% |
| 5Y | +298.6% | +223.8% | +74.7% | +159.8% |
| All | +2,323.7% | +464.2% | +1,859.5% | +1,139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 10y: compounded portfolio wealth divided by compounded WELL 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…
10y analysis · Full analysis span regression · 6 months rolling