+52.1%
WM vs MKSI
+84.9%
-32.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.5% | -0.6% |
| 7D | -0.9% | +7.7% | -8.6% | -0.9% |
| 30D | -4.3% | -12.9% | +8.5% | -4.3% |
| 3M | +0.8% | -14.8% | +15.6% | +0.5% |
| 6M | -10.8% | +26.6% | -37.4% | -12.3% |
| YTD | -0.1% | +66.6% | -66.6% | -2.9% |
| 1Y | +1.0% | +144.6% | -143.5% | -3.9% |
| 3Y | +45.1% | +193.1% | -148.1% | +33.6% |
| 5Y | +52.1% | +88.6% | -36.5% | +40.8% |
| All | +52.1% | +84.9% | -32.8% | +40.8% |
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 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