+157.0%
MKSI vs WWD
+41.9%
+115.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.7% |
| 7D | +1.8% | +1.3% | +0.5% | +1.0% |
| 30D | -16.8% | -7.2% | -9.6% | -13.2% |
| 3M | -21.1% | -3.8% | -17.3% | -19.4% |
| 6M | +10.8% | -9.9% | +20.8% | +16.4% |
| YTD | +63.3% | +14.8% | +48.5% | +56.2% |
| 1Y | +157.0% | +42.1% | +114.9% | +120.6% |
| All | +157.0% | +41.9% | +115.1% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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