+297.2%
KLAC vs WMB
+195.1%
+102.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.5% | +0.4% |
| 7D | -2.1% | -6.9% | +4.9% | +1.0% |
| 30D | -21.8% | -7.2% | -14.6% | -19.2% |
| 3M | -20.5% | -5.4% | -15.1% | -18.7% |
| 6M | -18.0% | -4.9% | -13.1% | -16.7% |
| YTD | +26.4% | +14.7% | +11.7% | +18.0% |
| 1Y | +26.3% | +14.7% | +11.6% | +17.6% |
| 3Y | +193.3% | +116.4% | +76.9% | +104.1% |
| 5Y | +297.2% | +198.5% | +98.7% | +143.6% |
| All | +297.2% | +195.1% | +102.1% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 5y: compounded portfolio wealth divided by compounded WMB 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…
5y analysis · Full analysis span regression · 6 months rolling