+31.9%
KLAC vs WST
+49.0%
-17.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +21.2% | +4.9% | +16.3% | +19.3% |
| 30D | -14.5% | +10.7% | -25.2% | -16.5% |
| 3M | -24.4% | +16.8% | -41.2% | -27.3% |
| 6M | -12.9% | +32.0% | -44.9% | -19.5% |
| YTD | +29.9% | +49.9% | -20.0% | +12.9% |
| 1Y | +31.9% | +50.6% | -18.7% | +14.4% |
| All | +31.9% | +49.0% | -17.1% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling