+2,206.8%
MKSI vs WST
+5,802.1%
-3,595.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.6% | +2.3% |
| 7D | +7.7% | -0.3% | +8.0% | +7.9% |
| 30D | -12.9% | -4.6% | -8.3% | -10.8% |
| 3M | -14.8% | +5.7% | -20.5% | -17.5% |
| 6M | +26.6% | +37.6% | -10.9% | +6.0% |
| YTD | +66.6% | +23.0% | +43.5% | +46.9% |
| 1Y | +144.6% | +33.8% | +110.7% | +104.5% |
| 3Y | +193.1% | -13.4% | +206.5% | +172.1% |
| 5Y | +88.6% | -27.0% | +115.5% | +85.7% |
| 10Y | +490.9% | +324.5% | +166.4% | +97.2% |
| All | +2,206.8% | +5,802.1% | -3,595.3% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling