+937.0%
WM vs MKSI
+1,863.6%
-926.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.9% | -4.6% | +0.6% |
| 7D | +0.8% | +15.9% | -15.2% | -0.9% |
| 30D | +13.8% | -9.6% | +23.4% | +14.5% |
| 3M | +6.4% | -23.2% | +29.5% | +8.5% |
| 6M | +13.2% | -29.2% | +42.4% | +15.0% |
| YTD | +10.8% | +41.8% | -31.0% | +3.0% |
| 1Y | +20.2% | +48.7% | -28.5% | +11.0% |
| 3Y | +46.5% | +225.3% | -178.8% | +17.8% |
| 5Y | +61.3% | +43.6% | +17.7% | +40.3% |
| 10Y | +324.8% | +370.2% | -45.4% | +200.7% |
| All | +937.0% | +1,863.6% | -926.6% | +523.3% |
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