+2,838.9%
KLAC vs WWD
+490.2%
+2,348.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.7% | -2.4% |
| 7D | +2.5% | -2.9% | +5.3% | +4.0% |
| 30D | -11.5% | -6.6% | -4.9% | -8.5% |
| 3M | -16.9% | -9.3% | -7.6% | -13.0% |
| 6M | +22.2% | -13.6% | +35.9% | +31.1% |
| YTD | +46.4% | +10.4% | +36.0% | +38.2% |
| 1Y | +91.0% | +39.9% | +51.1% | +58.9% |
| 3Y | +264.6% | +165.0% | +99.5% | +119.0% |
| 5Y | +430.6% | +183.8% | +246.8% | +202.1% |
| All | +2,838.9% | +490.2% | +2,348.7% | +1,073.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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