+274.4%
KLAC vs WTW
+61.9%
+212.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -2.7% | -5.7% | +3.0% | -3.7% |
| 30D | -13.2% | -7.3% | -5.9% | -14.3% |
| 3M | -25.0% | +21.5% | -46.5% | -22.2% |
| 6M | +23.6% | +9.6% | +14.0% | +28.6% |
| YTD | +49.2% | -3.3% | +52.5% | +55.6% |
| 1Y | +89.3% | -6.1% | +95.5% | +97.9% |
| 3Y | +274.4% | +61.8% | +212.5% | +274.4% |
| All | +274.4% | +61.9% | +212.5% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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