+2,896.3%
KLAC vs WPM
+558.4%
+2,337.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.5% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | -13.2% | +14.4% | -27.6% | -15.9% |
| 3M | -25.0% | +37.0% | -62.0% | -30.4% |
| 6M | +23.6% | +4.1% | +19.5% | +21.2% |
| YTD | +49.2% | +31.7% | +17.5% | +40.4% |
| 1Y | +89.3% | +44.2% | +45.1% | +74.7% |
| 3Y | +274.4% | +265.5% | +8.9% | +188.6% |
| 5Y | +440.9% | +262.5% | +178.5% | +309.5% |
| All | +2,896.3% | +558.4% | +2,337.9% | +2,013.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling