+130.3%
MRK vs WAB
+220.1%
-89.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | +11.0% | -5.9% | +16.8% | +12.0% |
| 3M | +22.4% | +9.4% | +13.0% | +20.3% |
| 6M | +25.4% | +13.8% | +11.6% | +22.3% |
| YTD | +39.5% | +31.8% | +7.7% | +33.1% |
| 1Y | +78.0% | +48.5% | +29.4% | +66.8% |
| 3Y | +45.5% | +167.0% | -121.4% | +24.7% |
| 5Y | +130.3% | +222.3% | -92.0% | +88.0% |
| All | +130.3% | +220.1% | -89.9% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling