+310.4%
WM vs MKSI
+502.4%
-192.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | -1.2% | +6.6% | -7.8% | -1.6% |
| 30D | -4.5% | -8.2% | +3.7% | -4.0% |
| 3M | -2.2% | -16.4% | +14.2% | -1.9% |
| 6M | -11.5% | +23.0% | -34.4% | -14.6% |
| YTD | -0.7% | +68.2% | -68.9% | -7.3% |
| 1Y | +0.3% | +148.6% | -148.2% | -10.5% |
| 3Y | +44.2% | +196.0% | -151.8% | +21.4% |
| 5Y | +51.6% | +87.4% | -35.8% | +32.6% |
| 10Y | +310.4% | +523.8% | -213.4% | +164.8% |
| All | +310.4% | +502.4% | -192.0% | +164.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling