+133.6%
MRK vs WAT
-4.9%
+138.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.0% |
| 3M | +24.2% | +9.1% | +15.2% | +22.4% |
| 6M | +27.8% | +32.4% | -4.6% | +21.3% |
| YTD | +42.2% | +6.6% | +35.6% | +40.1% |
| 1Y | +80.2% | +34.7% | +45.5% | +70.8% |
| 3Y | +48.4% | +53.6% | -5.2% | +38.2% |
| 5Y | +133.6% | -4.1% | +137.7% | +129.6% |
| All | +133.6% | -4.9% | +138.5% | +129.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling