+157,277.0%
KLAC vs WST
+12,330.1%
+144,946.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +7.7% |
| 7D | +5.7% | +0.7% | +5.0% | +5.4% |
| 30D | -3.6% | -3.1% | -0.5% | -2.4% |
| 3M | -12.8% | +7.2% | -20.0% | -15.5% |
| 6M | +26.1% | +36.8% | -10.8% | +9.5% |
| YTD | +53.3% | +23.8% | +29.5% | +38.5% |
| 1Y | +113.7% | +37.8% | +75.9% | +83.5% |
| 3Y | +274.9% | -15.9% | +290.8% | +253.2% |
| 5Y | +470.1% | -25.8% | +496.0% | +451.9% |
| 10Y | +2,997.0% | +319.6% | +2,677.4% | +1,224.0% |
| All | +157,277.0% | +12,330.1% | +144,946.9% | +16,264.3% |
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