+117,330.6%
KLAC vs WM
+28,547.2%
+88,783.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.1% | +8.8% | +7.2% |
| 7D | -12.3% | +1.2% | -13.5% | -12.7% |
| 30D | -29.6% | +13.1% | -42.7% | -32.2% |
| 3M | -28.2% | +3.6% | -31.9% | -29.4% |
| 6M | -23.6% | +8.1% | -31.6% | -26.3% |
| YTD | +14.4% | +8.9% | +5.5% | +9.7% |
| 1Y | +15.4% | +20.3% | -4.9% | +7.5% |
| 3Y | +184.3% | +46.2% | +138.1% | +148.5% |
| 5Y | +248.9% | +59.9% | +189.0% | +196.1% |
| 10Y | +2,076.9% | +345.6% | +1,731.4% | +1,335.6% |
| All | +117,330.6% | +28,547.2% | +88,783.4% | +47,259.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 all: compounded portfolio wealth divided by compounded WM 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…
all analysis · Full analysis span regression · 6 months rolling