+297.5%
WBD vs MKSI
+1,791.9%
-1,494.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.4% | +1.8% |
| 7D | -0.6% | +4.9% | -5.5% | -2.2% |
| 30D | +4.2% | -11.0% | +15.1% | +7.7% |
| 3M | +7.5% | -17.1% | +24.6% | +10.3% |
| 6M | +1.6% | +16.4% | -14.8% | -8.3% |
| YTD | -2.2% | +64.3% | -66.4% | -22.6% |
| 1Y | +124.9% | +137.7% | -12.9% | +53.8% |
| 3Y | +149.1% | +189.1% | -40.0% | +49.6% |
| 5Y | +7.8% | +83.1% | -75.3% | -26.8% |
| 10Y | +14.9% | +509.4% | -494.5% | -55.9% |
| All | +297.5% | +1,791.9% | -1,494.4% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling