+49.3%
MRK vs W
+44.2%
+5.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | -0.9% | +6.5% | -7.4% | -1.1% |
| 30D | +15.5% | -6.2% | +21.7% | +15.6% |
| 3M | +25.1% | +48.9% | -23.8% | +23.8% |
| 6M | +30.1% | +31.2% | -1.1% | +28.9% |
| YTD | +43.1% | -0.4% | +43.5% | +42.4% |
| 1Y | +82.5% | +14.8% | +67.6% | +80.8% |
| 3Y | +49.3% | +40.5% | +8.8% | +42.1% |
| All | +49.3% | +44.2% | +5.2% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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