+74.7%
MRK vs WBD
+122.7%
-48.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.5% |
| 7D | -4.3% | -0.7% | -3.5% | -4.3% |
| 30D | +8.3% | +1.4% | +6.9% | +8.3% |
| 3M | +20.0% | +4.4% | +15.7% | +20.1% |
| 6M | +25.7% | +0.8% | +24.8% | +25.6% |
| YTD | +38.7% | -2.7% | +41.4% | +38.6% |
| 1Y | +74.7% | +73.4% | +1.3% | +78.2% |
| All | +74.7% | +122.7% | -48.0% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 1y: compounded portfolio wealth divided by compounded WBD 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…
1y analysis · Full analysis span regression · 6 months rolling