+452.1%
KLAC vs WWD
+191.3%
+260.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.9% |
| 7D | +6.2% | +0.6% | +5.5% | +5.8% |
| 30D | -5.0% | -5.1% | +0.1% | -2.2% |
| 3M | -14.4% | -11.2% | -3.2% | -8.7% |
| 6M | +28.3% | -12.0% | +40.3% | +37.3% |
| YTD | +51.1% | +12.0% | +39.1% | +39.8% |
| 1Y | +100.4% | +42.8% | +57.6% | +58.8% |
| 3Y | +276.3% | +168.9% | +107.4% | +101.9% |
| 5Y | +452.1% | +192.2% | +259.9% | +168.0% |
| All | +452.1% | +191.3% | +260.8% | +168.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling