+84.6%
MRK vs WCN
+16.1%
+68.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.8% | +1.2% | +3.4% |
| 7D | +6.7% | +6.7% | 0.0% | +5.4% |
| 30D | +7.8% | +24.3% | -16.6% | +2.5% |
| 3M | +18.2% | +16.1% | +2.1% | +14.6% |
| 6M | +34.7% | +19.9% | +14.7% | +29.5% |
| YTD | +45.8% | +10.1% | +35.7% | +45.4% |
| 1Y | +84.6% | +14.4% | +70.1% | +78.4% |
| All | +84.6% | +16.1% | +68.5% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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