+1,394.6%
WDC vs KLAC
+271.4%
+1,123.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.3% | +3.3% |
| 7D | +7.5% | +6.2% | +1.3% | +3.0% |
| 30D | +10.1% | -5.0% | +15.1% | +13.9% |
| 3M | -6.8% | -14.4% | +7.6% | +2.3% |
| 6M | +84.1% | +28.3% | +55.8% | +53.1% |
| YTD | +180.3% | +51.1% | +129.2% | +109.7% |
| 1Y | +411.1% | +100.4% | +310.7% | +223.3% |
| All | +1,394.6% | +271.4% | +1,123.2% | +571.0% |
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