+46.1%
MRK vs WCN
+18.2%
+28.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | -5.0% | -4.4% | -0.6% | -4.1% |
| 30D | +11.0% | -4.4% | +15.4% | +12.1% |
| 3M | +22.4% | +0.5% | +21.9% | +22.4% |
| 6M | +25.4% | -3.3% | +28.7% | +26.1% |
| YTD | +39.5% | -8.5% | +48.0% | +41.6% |
| 1Y | +78.0% | -8.9% | +86.9% | +80.6% |
| All | +46.1% | +18.2% | +28.0% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling