+20.2%
WM vs MKSI
+43.6%
-23.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.9% | -4.6% | +2.1% |
| 7D | +0.8% | +15.9% | -15.2% | +3.2% |
| 30D | +13.8% | -9.6% | +23.4% | +13.0% |
| 3M | +6.4% | -23.2% | +29.5% | +3.9% |
| 6M | +13.2% | -29.2% | +42.4% | +10.1% |
| YTD | +10.8% | +41.8% | -31.0% | +14.7% |
| 1Y | +20.2% | +48.7% | -28.5% | +25.3% |
| All | +20.2% | +43.6% | -23.4% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling