+2,175.0%
MKSI vs WWD
+11,319.8%
-9,144.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.9% | -1.6% |
| 7D | +4.9% | -2.9% | +7.7% | +6.3% |
| 30D | -11.0% | -6.6% | -4.4% | -8.0% |
| 3M | -17.1% | -9.3% | -7.8% | -13.3% |
| 6M | +16.4% | -13.6% | +30.0% | +24.6% |
| YTD | +64.3% | +10.4% | +53.9% | +56.1% |
| 1Y | +137.7% | +39.9% | +97.9% | +101.2% |
| 3Y | +189.1% | +165.0% | +24.1% | +84.4% |
| 5Y | +83.1% | +183.8% | -100.7% | +12.6% |
| 10Y | +509.4% | +486.6% | +22.7% | +158.3% |
| All | +2,175.0% | +11,319.8% | -9,144.8% | +238.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling