+44.7%
WM vs MKSI
+219.2%
-174.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.4% |
| 7D | +1.2% | +4.0% | -2.9% | +1.5% |
| 30D | +13.7% | -19.3% | +33.0% | +13.0% |
| 3M | +5.2% | -26.9% | +32.1% | +4.4% |
| 6M | +11.2% | -31.7% | +42.9% | +10.0% |
| YTD | +9.4% | +33.9% | -24.5% | +7.9% |
| 1Y | +20.4% | +34.9% | -14.5% | +18.7% |
| 3Y | +44.7% | +207.2% | -162.6% | +39.6% |
| All | +44.7% | +219.2% | -174.5% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling