+288.8%
KLAC vs WST
-15.5%
+304.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +10.6% | -0.3% | +10.9% | +10.6% |
| 30D | -4.5% | -4.6% | +0.1% | -3.8% |
| 3M | -10.3% | +5.7% | -16.0% | -11.1% |
| 6M | +40.9% | +37.6% | +3.3% | +34.0% |
| YTD | +56.1% | +23.0% | +33.1% | +50.6% |
| 1Y | +109.0% | +33.8% | +75.2% | +99.3% |
| 3Y | +288.8% | -13.4% | +302.2% | +277.2% |
| All | +288.8% | -15.5% | +304.4% | +277.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling