+2,222.5%
MKSI vs WSM
+4,859.7%
-2,637.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.7% |
| 7D | +2.7% | -0.5% | +3.2% | +2.9% |
| 30D | -12.8% | -7.7% | -5.1% | -10.3% |
| 3M | -22.5% | +3.8% | -26.3% | -23.8% |
| 6M | +19.4% | +22.7% | -3.3% | +10.7% |
| YTD | +67.7% | +28.0% | +39.7% | +53.0% |
| 1Y | +131.4% | +12.7% | +118.7% | +120.3% |
| 3Y | +197.3% | +231.3% | -33.9% | +93.3% |
| 5Y | +87.0% | +177.2% | -90.2% | +25.9% |
| 10Y | +522.1% | +1,065.8% | -543.7% | +137.8% |
| All | +2,222.5% | +4,859.7% | -2,637.1% | +374.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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