+129.9%
MRK vs WCN
+24.9%
+104.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -4.3% | -3.1% | -1.1% | -3.5% |
| 30D | +8.3% | -3.4% | +11.7% | +9.2% |
| 3M | +20.0% | +3.0% | +17.1% | +19.3% |
| 6M | +25.7% | -3.8% | +29.4% | +26.6% |
| YTD | +38.7% | -8.3% | +47.1% | +41.1% |
| 1Y | +74.7% | -9.7% | +84.4% | +78.2% |
| 3Y | +45.4% | +17.2% | +28.2% | +38.1% |
| All | +129.9% | +24.9% | +104.9% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling