+1,188.5%
WDC vs KLAC
+2,966.2%
-1,777.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -4.9% | -4.3% |
| 7D | -4.3% | -2.7% | -1.6% | -2.6% |
| 30D | -1.5% | -13.2% | +11.7% | +8.4% |
| 3M | -15.5% | -25.0% | +9.5% | +1.6% |
| 6M | +66.5% | +23.6% | +42.9% | +42.3% |
| YTD | +159.9% | +49.2% | +110.6% | +95.8% |
| 1Y | +366.0% | +89.3% | +276.6% | +201.0% |
| 3Y | +1,285.8% | +274.4% | +1,011.5% | +438.6% |
| 5Y | +925.6% | +440.9% | +484.6% | +193.3% |
| All | +1,188.5% | +2,966.2% | -1,777.7% | +6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling