+2,222.5%
MKSI vs WCN
+4,199.8%
-1,977.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +2.7% | -3.1% | +5.8% | +3.9% |
| 30D | -12.8% | -3.4% | -9.4% | -11.7% |
| 3M | -22.5% | +3.0% | -25.5% | -24.4% |
| 6M | +19.4% | -3.8% | +23.1% | +18.8% |
| YTD | +67.7% | -8.3% | +76.0% | +69.5% |
| 1Y | +131.4% | -9.7% | +141.2% | +134.2% |
| 3Y | +197.3% | +17.2% | +180.2% | +168.6% |
| 5Y | +87.0% | +25.3% | +61.7% | +63.8% |
| 10Y | +522.1% | +235.4% | +286.7% | +282.5% |
| All | +2,222.5% | +4,199.8% | -1,977.3% | +683.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling