+5,747.3%
KLAC vs WTW
+1,101.3%
+4,646.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.7% | -3.3% |
| 7D | +2.5% | -7.8% | +10.2% | +5.7% |
| 30D | -11.5% | -7.9% | -3.6% | -8.9% |
| 3M | -16.9% | +19.9% | -36.9% | -24.3% |
| 6M | +22.2% | +9.8% | +12.4% | +14.5% |
| YTD | +46.4% | -3.3% | +49.7% | +43.3% |
| 1Y | +91.0% | -3.3% | +94.3% | +86.3% |
| 3Y | +264.6% | +61.5% | +203.0% | +175.1% |
| 5Y | +430.6% | +42.6% | +388.0% | +323.5% |
| 10Y | +2,889.3% | +197.1% | +2,692.2% | +1,664.0% |
| All | +5,747.3% | +1,101.3% | +4,646.1% | +2,341.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling