+2,838.9%
KLAC vs WFC
+143.5%
+2,695.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | +2.5% | +0.3% | +2.2% | +2.3% |
| 30D | -11.5% | +2.3% | -13.8% | -12.6% |
| 3M | -16.9% | +9.8% | -26.7% | -21.2% |
| 6M | +22.2% | +15.6% | +6.7% | +12.6% |
| YTD | +46.4% | -2.4% | +48.8% | +46.4% |
| 1Y | +91.0% | +13.8% | +77.2% | +76.5% |
| 3Y | +264.6% | +134.6% | +129.9% | +125.9% |
| 5Y | +430.6% | +127.9% | +302.7% | +229.0% |
| All | +2,838.9% | +143.5% | +2,695.4% | +1,614.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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