+84.6%
MRK vs WING
-23.2%
+107.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.7% | +0.2% | +3.8% |
| 7D | +6.7% | +21.0% | -14.3% | +5.8% |
| 30D | +7.8% | +56.9% | -49.1% | +5.4% |
| 3M | +18.2% | +38.4% | -20.2% | +16.0% |
| 6M | +34.7% | +12.0% | +22.7% | +33.1% |
| YTD | +45.8% | -29.2% | +75.0% | +43.1% |
| 1Y | +84.6% | -28.8% | +113.4% | +80.6% |
| All | +84.6% | -23.2% | +107.8% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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