+84.3%
MKSI vs WCN
+24.9%
+59.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +2.7% | -3.1% | +5.8% | +3.4% |
| 30D | -12.8% | -3.4% | -9.4% | -12.2% |
| 3M | -22.5% | +3.0% | -25.5% | -24.4% |
| 6M | +19.4% | -3.8% | +23.1% | +19.0% |
| YTD | +67.7% | -8.3% | +76.0% | +70.3% |
| 1Y | +131.4% | -9.7% | +141.2% | +135.9% |
| 3Y | +197.3% | +17.2% | +180.2% | +152.9% |
| All | +84.3% | +24.9% | +59.4% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling