+433.3%
KLAC vs WSM
+175.3%
+258.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.8% | +1.5% |
| 7D | -2.7% | -0.5% | -2.1% | -2.4% |
| 30D | -13.2% | -7.7% | -5.4% | -10.2% |
| 3M | -25.0% | +3.8% | -28.8% | -26.4% |
| 6M | +23.6% | +22.7% | +0.9% | +13.1% |
| YTD | +49.2% | +28.0% | +21.2% | +34.2% |
| 1Y | +89.3% | +12.7% | +76.6% | +78.5% |
| 3Y | +274.4% | +231.3% | +43.1% | +112.6% |
| All | +433.3% | +175.3% | +258.0% | +208.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling