+2,896.3%
KLAC vs WSM
+1,071.8%
+1,824.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.8% | +1.5% |
| 7D | -2.7% | -0.5% | -2.1% | -2.5% |
| 30D | -13.2% | -7.7% | -5.4% | -10.6% |
| 3M | -25.0% | +3.8% | -28.8% | -26.2% |
| 6M | +23.6% | +22.7% | +0.9% | +14.6% |
| YTD | +49.2% | +28.0% | +21.2% | +36.2% |
| 1Y | +89.3% | +12.7% | +76.6% | +80.2% |
| 3Y | +274.4% | +231.3% | +43.1% | +134.3% |
| 5Y | +440.9% | +177.2% | +263.8% | +245.9% |
| All | +2,896.3% | +1,071.8% | +1,824.6% | +1,058.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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