+1,700.9%
MRK vs WAB
+4,115.8%
-2,414.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -0.9% | +1.7% | -2.6% | -1.2% |
| 30D | +15.5% | -2.4% | +17.9% | +15.9% |
| 3M | +25.1% | +9.7% | +15.4% | +22.9% |
| 6M | +30.1% | +16.5% | +13.6% | +26.5% |
| YTD | +43.1% | +33.7% | +9.4% | +36.0% |
| 1Y | +82.5% | +49.7% | +32.8% | +70.0% |
| 3Y | +49.3% | +170.9% | -121.6% | +25.1% |
| 5Y | +130.3% | +228.0% | -97.8% | +84.9% |
| 10Y | +234.3% | +284.8% | -50.4% | +149.4% |
| All | +1,700.9% | +4,115.8% | -2,414.9% | +808.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling