+133,280.4%
KLAC vs WST
+14,947.6%
+118,332.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | +21.2% | +4.9% | +16.3% | +19.0% |
| 30D | -14.5% | +10.7% | -25.2% | -17.7% |
| 3M | -24.4% | +16.8% | -41.2% | -29.1% |
| 6M | -12.9% | +32.0% | -44.9% | -22.7% |
| YTD | +29.9% | +49.9% | -20.0% | +8.6% |
| 1Y | +31.9% | +50.6% | -18.7% | +9.8% |
| 3Y | +201.5% | +21.4% | +180.1% | +142.6% |
| 5Y | +298.6% | -0.6% | +299.1% | +241.4% |
| 10Y | +2,324.4% | +449.4% | +1,874.9% | +829.5% |
| All | +133,280.4% | +14,947.6% | +118,332.8% | +12,728.0% |
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