+133.6%
MRK vs W
-62.3%
+195.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.7% | +5.9% | -8.6% | -2.8% |
| 30D | +12.7% | -3.0% | +15.7% | +12.7% |
| 3M | +24.2% | +40.3% | -16.1% | +23.6% |
| 6M | +27.8% | +32.2% | -4.4% | +27.1% |
| YTD | +42.2% | -0.3% | +42.5% | +41.8% |
| 1Y | +80.2% | +16.2% | +64.0% | +79.2% |
| 3Y | +48.4% | +40.7% | +7.7% | +45.9% |
| 5Y | +133.6% | -62.3% | +195.9% | +131.6% |
| All | +133.6% | -62.3% | +195.9% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling