+131.4%
MKSI vs WST
+35.4%
+96.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | +2.7% | +1.8% | +0.8% | +2.1% |
| 30D | -12.8% | -1.7% | -11.1% | -12.4% |
| 3M | -22.5% | +4.9% | -27.4% | -23.5% |
| 6M | +19.4% | +45.5% | -26.1% | +7.8% |
| YTD | +67.7% | +26.1% | +41.6% | +56.9% |
| 1Y | +131.4% | +31.7% | +99.7% | +108.7% |
| All | +131.4% | +35.4% | +96.1% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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