+282.8%
MRK vs WING
+405.9%
-123.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | +1.3% | -3.9% | +5.2% | +1.6% |
| 30D | +17.1% | -11.6% | +28.7% | +18.0% |
| 3M | +25.9% | -24.2% | +50.1% | +27.9% |
| 6M | +26.8% | -54.1% | +80.9% | +32.9% |
| YTD | +44.9% | -53.9% | +98.8% | +51.1% |
| 1Y | +84.8% | -64.4% | +149.2% | +95.8% |
| 3Y | +50.1% | -30.2% | +80.3% | +47.0% |
| 5Y | +127.4% | -34.1% | +161.5% | +119.9% |
| 10Y | +240.0% | +342.1% | -102.2% | +139.4% |
| All | +282.8% | +405.9% | -123.1% | +156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling