+3.6%
WBD vs MKSI
+84.1%
-80.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.3% |
| 7D | -0.7% | +2.7% | -3.4% | -1.7% |
| 30D | +1.4% | -12.8% | +14.2% | +5.9% |
| 3M | +4.4% | -22.5% | +26.9% | +10.1% |
| 6M | +0.8% | +19.4% | -18.6% | -12.4% |
| YTD | -2.7% | +67.7% | -70.4% | -28.3% |
| 1Y | +73.4% | +131.4% | -58.0% | +7.6% |
| 3Y | +142.1% | +197.3% | -55.2% | +17.7% |
| All | +3.6% | +84.1% | -80.5% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 5y: compounded portfolio wealth divided by compounded MKSI 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…
5y analysis · Full analysis span regression · 6 months rolling