+224.4%
MRK vs WING
+407.7%
-183.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.0% | -6.5% | -0.9% |
| 7D | -4.3% | +7.2% | -11.5% | -4.6% |
| 30D | +8.3% | +4.8% | +3.5% | +8.0% |
| 3M | +20.0% | -23.7% | +43.7% | +21.5% |
| 6M | +25.7% | -43.6% | +69.2% | +29.0% |
| YTD | +38.7% | -50.6% | +89.3% | +42.8% |
| 1Y | +74.7% | -57.0% | +131.7% | +80.9% |
| 3Y | +45.4% | -28.3% | +73.6% | +42.8% |
| 5Y | +129.0% | -32.4% | +161.4% | +123.3% |
| All | +224.4% | +407.7% | -183.3% | +162.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling