+7,904.4%
KLAC vs WPM
+5,972.6%
+1,931.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +10.6% | +7.0% | +3.6% | +9.3% |
| 30D | -4.5% | +15.7% | -20.2% | -7.0% |
| 3M | -10.3% | +35.2% | -45.5% | -14.9% |
| 6M | +40.9% | +6.1% | +34.8% | +38.7% |
| YTD | +56.1% | +32.6% | +23.5% | +48.6% |
| 1Y | +109.0% | +46.9% | +62.1% | +95.4% |
| 3Y | +288.8% | +276.3% | +12.5% | +212.1% |
| 5Y | +489.1% | +260.0% | +229.1% | +370.5% |
| 10Y | +3,041.8% | +508.5% | +2,533.3% | +2,147.3% |
| All | +7,904.4% | +5,972.6% | +1,931.8% | +3,775.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling