+770.0%
WDC vs KLAC
+194.3%
+575.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.2% | -1.8% | -2.7% |
| 7D | +12.1% | +10.0% | +2.1% | +4.9% |
| 30D | -18.8% | -14.8% | -4.0% | -8.3% |
| 3M | -39.3% | -27.2% | -12.1% | -23.8% |
| 6M | -40.1% | -17.5% | -22.7% | -32.3% |
| YTD | +71.8% | +25.8% | +46.0% | +45.5% |
| 1Y | +88.5% | +31.8% | +56.6% | +55.3% |
| 3Y | +770.0% | +195.3% | +574.7% | +317.9% |
| All | +770.0% | +194.3% | +575.7% | +317.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling