+951.8%
MRK vs WBD
+288.3%
+663.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -2.7% | -1.7% | -1.0% | -2.5% |
| 30D | +12.7% | +3.9% | +8.8% | +12.1% |
| 3M | +24.2% | +5.1% | +19.2% | +23.4% |
| 6M | +27.8% | +0.6% | +27.2% | +27.6% |
| YTD | +42.2% | -3.2% | +45.4% | +42.6% |
| 1Y | +80.2% | +127.7% | -47.5% | +60.0% |
| 3Y | +48.4% | +146.6% | -98.2% | +25.6% |
| 5Y | +133.6% | +4.2% | +129.4% | +115.6% |
| 10Y | +236.2% | +13.7% | +222.6% | +171.5% |
| All | +951.8% | +288.3% | +663.5% | +452.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling