+191.2%
MKSI vs WST
-11.8%
+203.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.9% |
| 7D | +4.9% | +0.4% | +4.4% | +4.7% |
| 30D | -11.0% | -2.0% | -8.9% | -10.5% |
| 3M | -17.1% | +4.1% | -21.2% | -18.1% |
| 6M | +16.4% | +47.4% | -31.0% | +4.4% |
| YTD | +64.3% | +25.4% | +38.9% | +53.3% |
| 1Y | +137.7% | +35.3% | +102.4% | +116.5% |
| All | +191.2% | -11.8% | +203.1% | +172.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling