+84.8%
MRK vs WETO
-98.9%
+183.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -20.8% | +19.5% | -1.4% |
| 7D | +1.3% | -55.4% | +56.8% | +1.2% |
| 30D | +17.1% | -48.5% | +65.6% | +16.3% |
| 3M | +25.9% | -97.5% | +123.4% | +25.6% |
| 6M | +26.8% | -94.2% | +121.0% | +25.6% |
| YTD | +44.9% | -97.0% | +141.9% | +45.4% |
| 1Y | +84.8% | -98.9% | +183.7% | +92.1% |
| All | +84.8% | -98.9% | +183.7% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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