+279.1%
KLAC vs WFC
+133.1%
+146.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.2% | -4.0% |
| 7D | +6.2% | +0.4% | +5.7% | +6.0% |
| 30D | -5.0% | +2.5% | -7.4% | -6.0% |
| 3M | -14.4% | +10.0% | -24.4% | -18.0% |
| 6M | +28.3% | +15.1% | +13.2% | +20.1% |
| YTD | +51.1% | -2.2% | +53.3% | +51.5% |
| 1Y | +100.4% | +13.5% | +86.9% | +88.2% |
| All | +279.1% | +133.1% | +146.0% | +175.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling