+91.0%
KLAC vs WFC
+13.3%
+77.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | +2.5% | +0.3% | +2.2% | +2.3% |
| 30D | -11.5% | +2.3% | -13.8% | -12.2% |
| 3M | -16.9% | +9.8% | -26.7% | -19.8% |
| 6M | +22.2% | +15.6% | +6.7% | +14.3% |
| YTD | +46.4% | -2.4% | +48.8% | +48.4% |
| 1Y | +91.0% | +13.8% | +77.2% | +81.0% |
| All | +91.0% | +13.3% | +77.7% | +81.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling