+599.3%
MRK vs WCN
+6,687.0%
-6,087.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.4% |
| 7D | -2.7% | -1.7% | -1.0% | -2.4% |
| 30D | +12.7% | -3.0% | +15.7% | +13.3% |
| 3M | +24.2% | +2.5% | +21.7% | +23.7% |
| 6M | +27.8% | -5.7% | +33.5% | +29.0% |
| YTD | +42.2% | -7.4% | +49.7% | +43.8% |
| 1Y | +80.2% | -8.6% | +88.8% | +82.6% |
| 3Y | +48.4% | +19.4% | +29.0% | +42.6% |
| 5Y | +133.6% | +27.2% | +106.4% | +121.0% |
| 10Y | +236.2% | +238.5% | -2.3% | +171.4% |
| All | +599.3% | +6,687.0% | -6,087.7% | +341.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling