+195.3%
KLAC vs WFC
+126.5%
+68.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | +10.0% | +2.5% | +7.5% | +9.0% |
| 30D | -14.8% | +7.0% | -21.8% | -17.0% |
| 3M | -27.2% | -1.8% | -25.4% | -26.7% |
| 6M | -17.5% | +18.4% | -35.9% | -23.5% |
| YTD | +25.8% | -5.6% | +31.4% | +27.9% |
| 1Y | +31.8% | +3.9% | +27.9% | +28.5% |
| 3Y | +195.3% | +126.3% | +69.0% | +116.7% |
| All | +195.3% | +126.5% | +68.8% | +116.7% |
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