+2,838.9%
KLAC vs WST
+341.6%
+2,497.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.9% |
| 7D | +2.5% | +0.4% | +2.0% | +2.2% |
| 30D | -11.5% | -2.0% | -9.5% | -10.9% |
| 3M | -16.9% | +4.1% | -21.0% | -18.4% |
| 6M | +22.2% | +47.4% | -25.2% | +4.8% |
| YTD | +46.4% | +25.4% | +20.9% | +32.9% |
| 1Y | +91.0% | +35.3% | +55.7% | +67.6% |
| 3Y | +264.6% | -11.7% | +276.2% | +243.3% |
| 5Y | +430.6% | -24.0% | +454.6% | +429.8% |
| All | +2,838.9% | +341.6% | +2,497.3% | +1,002.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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