+523.8%
WMB vs MKSI
+1,773.7%
-1,249.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.1% |
| 7D | +7.8% | +12.2% | -4.3% | +4.7% |
| 30D | -5.1% | -8.0% | +2.9% | -3.5% |
| 3M | -4.7% | -29.5% | +24.8% | +2.8% |
| 6M | -7.4% | -31.9% | +24.5% | -1.7% |
| YTD | +17.5% | +35.3% | -17.8% | +3.2% |
| 1Y | +19.5% | +50.3% | -30.8% | +1.9% |
| 3Y | +121.3% | +216.4% | -95.1% | +42.4% |
| 5Y | +200.5% | +34.4% | +166.1% | +130.6% |
| 10Y | +281.9% | +348.6% | -66.8% | +91.2% |
| All | +523.8% | +1,773.7% | -1,249.9% | +90.4% |
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