+49.0%
MRK vs WAT
+53.4%
-4.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.7% | -1.8% | -0.9% | -2.4% |
| 30D | +12.7% | -1.7% | +14.4% | +13.1% |
| 3M | +24.2% | +9.1% | +15.2% | +22.2% |
| 6M | +27.8% | +32.4% | -4.6% | +20.3% |
| YTD | +42.2% | +6.6% | +35.6% | +40.0% |
| 1Y | +80.2% | +34.7% | +45.5% | +69.4% |
| All | +49.0% | +53.4% | -4.4% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling