+195.3%
KLAC vs WWD
+148.2%
+47.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.8% |
| 7D | +10.0% | +4.0% | +6.0% | +7.6% |
| 30D | -14.8% | +0.4% | -15.2% | -14.4% |
| 3M | -27.2% | -7.9% | -19.2% | -23.1% |
| 6M | -17.5% | -10.6% | -6.8% | -11.7% |
| YTD | +25.8% | +9.4% | +16.4% | +19.3% |
| 1Y | +31.8% | +25.7% | +6.1% | +14.1% |
| 3Y | +195.3% | +148.5% | +46.8% | +96.7% |
| All | +195.3% | +148.2% | +47.1% | +96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling