+224.4%
MRK vs WCC
+541.6%
-317.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.3% | -0.8% |
| 7D | -4.3% | +1.5% | -5.8% | -4.4% |
| 30D | +8.3% | -2.1% | +10.4% | +8.4% |
| 3M | +20.0% | +3.8% | +16.2% | +19.3% |
| 6M | +25.7% | +35.0% | -9.3% | +21.7% |
| YTD | +38.7% | +46.4% | -7.6% | +33.3% |
| 1Y | +74.7% | +63.0% | +11.7% | +65.9% |
| 3Y | +45.4% | +133.9% | -88.6% | +30.9% |
| 5Y | +129.0% | +226.5% | -97.5% | +94.1% |
| All | +224.4% | +541.6% | -317.2% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling