+42.7%
MKSI vs WCN
+16.1%
+26.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.8% | -7.7% | -2.8% |
| 7D | -10.7% | +6.7% | -17.4% | -5.8% |
| 30D | -30.5% | +24.3% | -54.8% | -17.2% |
| 3M | -39.2% | +16.1% | -55.3% | -30.6% |
| 6M | -33.0% | +19.9% | -53.0% | -21.7% |
| YTD | +22.3% | +10.1% | +12.2% | +42.9% |
| 1Y | +42.7% | +14.4% | +28.3% | +70.4% |
| All | +42.7% | +16.1% | +26.6% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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