+2,896.3%
KLAC vs WU
-39.1%
+2,935.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | -2.7% | -3.5% | +0.8% | -1.3% |
| 30D | -13.2% | -2.9% | -10.2% | -12.3% |
| 3M | -25.0% | -2.3% | -22.8% | -26.2% |
| 6M | +23.6% | -25.4% | +49.0% | +36.2% |
| YTD | +49.2% | -21.2% | +70.4% | +59.7% |
| 1Y | +89.3% | -8.9% | +98.2% | +87.1% |
| 3Y | +274.4% | -29.0% | +303.3% | +302.6% |
| 5Y | +440.9% | -50.7% | +491.7% | +591.9% |
| All | +2,896.3% | -39.1% | +2,935.4% | +3,109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling