+224.4%
MRK vs WAB
+296.8%
-72.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | +8.3% | -4.1% | +12.4% | +9.0% |
| 3M | +20.0% | +8.2% | +11.9% | +18.2% |
| 6M | +25.7% | +15.4% | +10.3% | +22.2% |
| YTD | +38.7% | +33.1% | +5.6% | +31.8% |
| 1Y | +74.7% | +48.1% | +26.6% | +62.9% |
| 3Y | +45.4% | +167.7% | -122.4% | +21.8% |
| 5Y | +129.0% | +225.7% | -96.7% | +83.6% |
| All | +224.4% | +296.8% | -72.4% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling