+113.7%
KLAC vs WETO
-98.9%
+212.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -20.8% | +28.1% | +7.5% |
| 7D | +5.7% | -55.4% | +61.2% | +6.4% |
| 30D | -3.6% | -48.5% | +44.9% | -5.1% |
| 3M | -12.8% | -97.5% | +84.7% | -6.2% |
| 6M | +26.1% | -94.2% | +120.3% | +29.5% |
| YTD | +53.3% | -97.0% | +150.3% | +60.3% |
| 1Y | +113.7% | -98.9% | +212.6% | +141.3% |
| All | +113.7% | -98.9% | +212.6% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling