+840.9%
WM vs MKSI
+2,161.7%
-1,320.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.7% |
| 7D | -0.3% | +1.8% | -2.1% | -0.5% |
| 30D | -2.4% | -16.8% | +14.4% | -0.6% |
| 3M | +0.4% | -21.1% | +21.5% | +1.6% |
| 6M | -9.5% | +10.8% | -20.3% | -12.4% |
| YTD | +0.5% | +63.3% | -62.8% | -7.3% |
| 1Y | -1.1% | +157.0% | -158.1% | -14.2% |
| 3Y | +46.0% | +163.7% | -117.7% | +21.7% |
| 5Y | +51.8% | +82.0% | -30.1% | +29.2% |
| 10Y | +307.5% | +467.2% | -159.7% | +184.4% |
| All | +840.9% | +2,161.7% | -1,320.8% | +460.9% |
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