+129,625.8%
KLAC vs WST
+14,983.8%
+114,642.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -2.1% | +1.4% | -3.4% | -2.3% |
| 30D | -21.8% | +12.7% | -34.5% | -25.3% |
| 3M | -20.5% | +17.2% | -37.7% | -25.6% |
| 6M | -18.0% | +26.7% | -44.6% | -25.9% |
| YTD | +26.4% | +50.3% | -23.9% | +5.5% |
| 1Y | +26.3% | +50.2% | -23.9% | +5.2% |
| 3Y | +193.3% | +21.7% | +171.5% | +135.7% |
| 5Y | +297.2% | +2.0% | +295.2% | +236.2% |
| 10Y | +2,288.0% | +451.1% | +1,836.9% | +814.3% |
| All | +129,625.8% | +14,983.8% | +114,642.0% | +12,363.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling