+224.4%
MRK vs WAT
+170.9%
+53.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | -4.3% | -0.3% | -4.0% | -4.2% |
| 30D | +8.3% | -1.9% | +10.2% | +8.8% |
| 3M | +20.0% | +13.5% | +6.5% | +16.6% |
| 6M | +25.7% | +37.2% | -11.6% | +16.1% |
| YTD | +38.7% | +7.5% | +31.2% | +35.3% |
| 1Y | +74.7% | +35.0% | +39.7% | +61.7% |
| 3Y | +45.4% | +55.1% | -9.7% | +27.1% |
| 5Y | +129.0% | -2.8% | +131.9% | +122.3% |
| All | +224.4% | +170.9% | +53.5% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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