+113.2%
WDC vs KLAC
+25.7%
+87.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.1% | -2.7% | -3.5% |
| 7D | -18.3% | -5.7% | -12.7% | -14.3% |
| 30D | -26.7% | -27.6% | +0.9% | -5.4% |
| 3M | -40.9% | -23.3% | -17.7% | -27.8% |
| 6M | -26.8% | -12.4% | -14.4% | -23.3% |
| YTD | +88.2% | +23.7% | +64.4% | +31.9% |
| 1Y | +113.2% | +26.2% | +87.0% | +46.6% |
| All | +113.2% | +25.7% | +87.5% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KLAC.
Daily Out/Under-Performance
Portfolio return minus KLAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KLAC 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 1y: compounded portfolio wealth divided by compounded KLAC 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…
1y analysis · Full analysis span regression · 6 months rolling