+195.3%
KLAC vs WPM
+214.5%
-19.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +10.0% | -3.6% | +13.6% | +11.2% |
| 30D | -14.8% | +1.4% | -16.3% | -15.3% |
| 3M | -27.2% | -0.2% | -27.0% | -27.8% |
| 6M | -17.5% | -7.3% | -10.1% | -17.0% |
| YTD | +25.8% | +12.3% | +13.5% | +21.4% |
| 1Y | +31.8% | +24.9% | +6.9% | +24.3% |
| 3Y | +195.3% | +210.4% | -15.1% | +121.5% |
| All | +195.3% | +214.5% | -19.2% | +121.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling