+45.4%
MRK vs WBD
+145.7%
-100.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.5% |
| 7D | -4.3% | -0.7% | -3.5% | -4.2% |
| 30D | +8.3% | +1.4% | +6.9% | +8.2% |
| 3M | +20.0% | +4.4% | +15.7% | +19.7% |
| 6M | +25.7% | +0.8% | +24.8% | +25.6% |
| YTD | +38.7% | -2.7% | +41.4% | +38.9% |
| 1Y | +74.7% | +73.4% | +1.3% | +68.9% |
| 3Y | +45.4% | +142.1% | -96.8% | +34.3% |
| All | +45.4% | +145.7% | -100.4% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling