+452.1%
KLAC vs WST
-27.5%
+479.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +6.2% | -1.7% | +7.8% | +6.6% |
| 30D | -5.0% | -4.3% | -0.7% | -3.9% |
| 3M | -14.4% | +0.7% | -15.2% | -14.7% |
| 6M | +28.3% | +36.0% | -7.7% | +17.7% |
| YTD | +51.1% | +22.7% | +28.3% | +42.2% |
| 1Y | +100.4% | +34.1% | +66.3% | +83.7% |
| 3Y | +276.3% | -13.6% | +289.9% | +268.1% |
| 5Y | +452.1% | -26.0% | +478.0% | +469.5% |
| All | +452.1% | -27.5% | +479.6% | +469.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling